-78.0%
PATH vs XHB
+47.6%
-125.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.0% | -17.6% | -17.4% |
| 7D | -16.3% | -1.3% | -15.0% | -15.6% |
| 30D | +9.9% | -6.9% | +16.8% | +16.2% |
| 3M | +30.2% | -1.3% | +31.4% | +29.1% |
| 6M | +37.2% | -6.8% | +44.0% | +40.2% |
| YTD | -7.3% | +0.7% | -8.1% | -13.4% |
| 1Y | +40.0% | -11.2% | +51.2% | +46.1% |
| 3Y | -4.4% | +25.3% | -29.7% | -37.1% |
| 5Y | -76.0% | +37.3% | -113.3% | -87.1% |
| All | -78.0% | +47.6% | -125.6% | -88.2% |
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