-81.2%
PATH vs JHX
-15.7%
-65.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.9% |
| 7D | -5.3% | +2.2% | -7.6% | -6.2% |
| 30D | -0.5% | +13.2% | -13.7% | -5.0% |
| 3M | -7.1% | -0.5% | -6.6% | -7.4% |
| 6M | +23.8% | +30.0% | -6.2% | +10.6% |
| YTD | -20.7% | +34.2% | -54.9% | -31.7% |
| 1Y | -8.1% | +60.6% | -68.7% | -26.8% |
| 3Y | -21.8% | +3.6% | -25.4% | -37.4% |
| 5Y | -76.8% | -30.5% | -46.3% | -78.1% |
| All | -81.2% | -15.7% | -65.5% | -84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling