-80.8%
PATH vs HIG
+132.8%
-213.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | +2.1% | +2.6% | -0.5% | +1.1% |
| 30D | +1.6% | +4.2% | -2.6% | 0.0% |
| 3M | -20.4% | +0.2% | -20.6% | -20.6% |
| 6M | +40.1% | +4.6% | +35.5% | +37.3% |
| YTD | -19.0% | +1.1% | -20.1% | -20.1% |
| 1Y | -5.8% | +4.7% | -10.5% | -8.6% |
| 3Y | -22.9% | +95.5% | -118.4% | -47.0% |
| 5Y | -75.3% | +111.7% | -187.0% | -84.2% |
| All | -80.8% | +132.8% | -213.6% | -87.8% |
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