-76.8%
PATH vs XHB
+35.8%
-112.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.4% | -0.3% | -0.8% |
| 7D | -5.6% | +2.5% | -8.1% | -7.8% |
| 30D | -0.7% | +6.7% | -7.3% | -6.5% |
| 3M | -5.9% | -5.8% | 0.0% | -1.8% |
| 6M | +21.6% | +1.7% | +19.9% | +15.9% |
| YTD | -20.6% | +1.9% | -22.5% | -27.3% |
| 1Y | -10.6% | +0.9% | -11.5% | -18.0% |
| 3Y | -24.9% | +37.6% | -62.5% | -58.4% |
| 5Y | -76.8% | +35.7% | -112.6% | -88.0% |
| All | -76.8% | +35.8% | -112.7% | -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