-79.7%
PATH vs JHX
-9.6%
-70.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.7% | -6.0% | -7.1% |
| 7D | -22.8% | +4.5% | -27.3% | -24.1% |
| 30D | -6.9% | -1.2% | -5.7% | -6.7% |
| 3M | +25.4% | +32.8% | -7.3% | +12.3% |
| 6M | +18.1% | +41.2% | -23.1% | +1.6% |
| YTD | -14.5% | +43.9% | -58.4% | -28.0% |
| 1Y | +18.7% | +48.0% | -29.3% | -2.0% |
| 3Y | -24.2% | +1.2% | -25.4% | -36.6% |
| 5Y | -75.2% | -22.6% | -52.6% | -77.7% |
| All | -79.7% | -9.6% | -70.1% | -83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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