-77.0%
PATH vs HIG
+104.7%
-181.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.9% |
| 7D | -5.3% | +1.1% | -6.4% | -5.8% |
| 30D | -0.5% | +5.6% | -6.1% | -3.0% |
| 3M | -7.1% | -6.9% | -0.3% | -4.4% |
| 6M | +23.8% | +1.3% | +22.5% | +22.5% |
| YTD | -20.7% | -1.5% | -19.2% | -21.1% |
| 1Y | -8.1% | +6.6% | -14.7% | -12.5% |
| 3Y | -21.8% | +91.2% | -113.0% | -51.6% |
| All | -77.0% | +104.7% | -181.7% | -86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling