-81.1%
PATH vs THC
+440.5%
-521.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.0% | -1.7% | -3.1% |
| 7D | -5.6% | +5.9% | -11.5% | -7.3% |
| 30D | -0.7% | +10.8% | -11.5% | -3.8% |
| 3M | -5.9% | +9.4% | -15.3% | -8.8% |
| 6M | +21.6% | +53.3% | -31.7% | +5.0% |
| YTD | -20.6% | +44.2% | -64.8% | -31.6% |
| 1Y | -10.6% | +37.3% | -47.9% | -21.7% |
| 3Y | -24.9% | +421.6% | -446.5% | -63.8% |
| 5Y | -76.8% | +279.8% | -356.6% | -88.2% |
| All | -81.1% | +440.5% | -521.6% | -90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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