-81.0%
PATH vs XHB
+48.2%
-129.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.5% |
| 7D | -2.7% | -4.1% | +1.4% | +0.5% |
| 30D | -1.4% | +9.6% | -11.0% | -9.0% |
| 3M | -16.4% | -6.0% | -10.4% | -12.9% |
| 6M | +23.3% | +2.2% | +21.1% | +17.5% |
| YTD | -19.8% | +1.1% | -21.0% | -25.9% |
| 1Y | -8.6% | -1.7% | -6.8% | -13.7% |
| 3Y | -24.0% | +36.5% | -60.5% | -55.3% |
| 5Y | -77.1% | +33.5% | -110.6% | -87.7% |
| All | -81.0% | +48.2% | -129.1% | -89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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