-75.7%
PATH vs THC
+250.3%
-326.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.6% | -17.2% | -16.8% |
| 7D | -16.3% | -0.7% | -15.7% | -16.2% |
| 30D | +9.9% | +1.3% | +8.6% | +9.2% |
| 3M | +30.2% | +64.2% | -34.1% | +10.0% |
| 6M | +37.2% | +8.3% | +28.9% | +32.1% |
| YTD | -7.3% | +33.4% | -40.7% | -18.3% |
| 1Y | +40.0% | +37.7% | +2.3% | +21.0% |
| 3Y | -4.4% | +236.8% | -241.2% | -47.0% |
| All | -75.7% | +250.3% | -326.0% | -87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling