-80.4%
PATH vs THC
+451.4%
-531.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.6% | -6.7% | -0.1% |
| 7D | -4.8% | +8.8% | -13.6% | -7.3% |
| 30D | +2.7% | +12.6% | -10.0% | -1.1% |
| 3M | -4.2% | +15.4% | -19.5% | -8.7% |
| 6M | +24.7% | +57.7% | -32.9% | +6.7% |
| YTD | -17.6% | +47.1% | -64.6% | -29.4% |
| 1Y | -5.3% | +40.7% | -46.0% | -17.8% |
| 3Y | -22.0% | +432.1% | -454.1% | -62.6% |
| 5Y | -76.5% | +301.9% | -378.4% | -88.1% |
| All | -80.4% | +451.4% | -531.8% | -90.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling