-77.0%
PATH vs XHB
+33.2%
-110.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +1.2% |
| 7D | -5.3% | +1.3% | -6.6% | -6.6% |
| 30D | -0.5% | +7.8% | -8.3% | -7.2% |
| 3M | -7.1% | -5.5% | -1.7% | -3.5% |
| 6M | +23.8% | -2.6% | +26.4% | +22.8% |
| YTD | -20.7% | +0.4% | -21.0% | -26.5% |
| 1Y | -8.1% | -1.0% | -7.1% | -14.3% |
| 3Y | -21.8% | +37.3% | -59.1% | -56.9% |
| All | -77.0% | +33.2% | -110.2% | -88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling