-78.0%
PATH vs HIG
+134.3%
-212.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.2% | -15.5% | -16.2% |
| 7D | -16.3% | +0.3% | -16.6% | -16.3% |
| 30D | +9.9% | -3.2% | +13.1% | +11.1% |
| 3M | +30.2% | +9.1% | +21.0% | +25.8% |
| 6M | +37.2% | -1.8% | +39.0% | +37.5% |
| YTD | -7.3% | +1.8% | -9.1% | -8.6% |
| 1Y | +40.0% | +4.6% | +35.4% | +35.6% |
| 3Y | -4.4% | +101.6% | -106.0% | -35.3% |
| 5Y | -76.0% | +124.5% | -200.5% | -84.3% |
| All | -78.0% | +134.3% | -212.3% | -86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling