+37.2%
PATH vs HWM
-0.3%
+37.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.5% | -16.2% | -16.8% |
| 7D | -16.3% | -2.1% | -14.2% | -16.7% |
| 30D | +9.9% | -11.0% | +20.9% | +6.2% |
| 3M | +30.2% | +4.0% | +26.1% | +31.7% |
| 6M | +37.2% | -0.2% | +37.4% | +41.3% |
| All | +37.2% | -0.3% | +37.5% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded HWM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling