-81.1%
PATH vs XHB
+49.3%
-130.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.4% | -0.3% | -0.9% |
| 7D | -5.6% | +2.5% | -8.1% | -7.7% |
| 30D | -0.7% | +6.7% | -7.3% | -6.3% |
| 3M | -5.9% | -5.8% | 0.0% | -2.0% |
| 6M | +21.6% | +1.7% | +19.9% | +16.2% |
| YTD | -20.6% | +1.9% | -22.5% | -26.9% |
| 1Y | -10.6% | +0.9% | -11.5% | -17.6% |
| 3Y | -24.9% | +37.6% | -62.5% | -55.9% |
| 5Y | -76.8% | +35.7% | -112.6% | -87.6% |
| All | -81.1% | +49.3% | -130.4% | -90.1% |
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