-81.2%
PATH vs JHX
-9.3%
-71.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.5% | -7.7% | -2.8% |
| 7D | -2.7% | +7.7% | -10.4% | -5.4% |
| 30D | -3.7% | +19.2% | -22.9% | -9.8% |
| 3M | -13.8% | -1.0% | -12.8% | -14.0% |
| 6M | +20.3% | +42.7% | -22.4% | +4.0% |
| YTD | -20.8% | +44.3% | -65.1% | -33.6% |
| 1Y | -9.2% | +72.2% | -81.4% | -29.5% |
| 3Y | -21.8% | +1.1% | -22.9% | -34.2% |
| 5Y | -77.4% | -23.6% | -53.9% | -79.5% |
| All | -81.2% | -9.3% | -71.9% | -84.8% |
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