-80.4%
PATH vs XHB
+54.5%
-134.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.4% | -2.5% | -1.5% |
| 7D | -4.8% | +9.7% | -14.5% | -12.1% |
| 30D | +2.7% | +11.7% | -9.0% | -6.7% |
| 3M | -4.2% | -1.4% | -2.8% | -3.9% |
| 6M | +24.7% | +6.8% | +18.0% | +14.5% |
| YTD | -17.6% | +5.5% | -23.1% | -26.2% |
| 1Y | -5.3% | +5.1% | -10.5% | -15.7% |
| 3Y | -22.0% | +42.4% | -64.4% | -55.5% |
| 5Y | -76.5% | +41.6% | -118.1% | -87.8% |
| All | -80.4% | +54.5% | -134.9% | -90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling