-81.0%
PATH vs XHB
+45.6%
-126.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +1.1% |
| 7D | +0.7% | -2.4% | +3.1% | +2.5% |
| 30D | -1.1% | +7.1% | -8.2% | -7.1% |
| 3M | -14.2% | -6.0% | -8.2% | -10.6% |
| 6M | +30.9% | +2.1% | +28.8% | +24.6% |
| YTD | -20.1% | -0.6% | -19.5% | -25.1% |
| 1Y | -8.1% | -3.3% | -4.8% | -12.1% |
| 3Y | -24.3% | +34.1% | -58.4% | -54.8% |
| 5Y | -75.6% | +28.6% | -104.2% | -86.6% |
| All | -81.0% | +45.6% | -126.6% | -89.8% |
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