-79.7%
PATH vs INVH
-1.8%
-77.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.6% | -7.2% | -7.4% |
| 7D | -22.8% | -3.1% | -19.6% | -21.2% |
| 30D | -6.9% | -7.1% | +0.2% | -2.7% |
| 3M | +25.4% | -3.0% | +28.4% | +27.5% |
| 6M | +18.1% | +10.1% | +8.0% | +9.9% |
| YTD | -14.5% | +3.8% | -18.4% | -17.9% |
| 1Y | +18.7% | -2.1% | +20.8% | +18.2% |
| 3Y | -24.2% | -7.0% | -17.2% | -23.7% |
| 5Y | -75.2% | -20.6% | -54.6% | -72.6% |
| All | -79.7% | -1.8% | -77.9% | -78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 10y: compounded portfolio wealth divided by compounded INVH 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…
10y analysis · Full analysis span regression · 6 months rolling