-81.4%
PATH vs HIG
+133.4%
-214.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.3% | -1.9% |
| 7D | -2.3% | +2.1% | -4.4% | -3.0% |
| 30D | -4.8% | +6.7% | -11.6% | -7.2% |
| 3M | -17.7% | -1.9% | -15.8% | -17.2% |
| 6M | +18.9% | +5.3% | +13.6% | +16.2% |
| YTD | -21.7% | +1.3% | -23.1% | -22.8% |
| 1Y | -9.6% | +7.2% | -16.8% | -13.2% |
| 3Y | -25.8% | +96.6% | -122.5% | -49.2% |
| 5Y | -77.1% | +110.0% | -187.1% | -85.4% |
| All | -81.4% | +133.4% | -214.8% | -88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling