-78.0%
PATH vs JHX
-8.0%
-70.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +2.6% | -19.2% | -17.5% |
| 7D | -16.3% | +1.5% | -17.8% | -16.9% |
| 30D | +9.9% | +7.2% | +2.8% | +7.0% |
| 3M | +30.2% | +29.9% | +0.2% | +17.4% |
| 6M | +37.2% | +35.4% | +1.9% | +19.8% |
| YTD | -7.3% | +46.5% | -53.8% | -22.4% |
| 1Y | +40.0% | +55.5% | -15.5% | +13.2% |
| 3Y | -4.4% | -0.4% | -4.0% | -18.8% |
| 5Y | -76.0% | -23.3% | -52.7% | -78.2% |
| All | -78.0% | -8.0% | -70.0% | -82.2% |
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