-81.0%
PATH vs HYG
+20.9%
-101.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +1.6% |
| 7D | -2.7% | -0.2% | -2.5% | -1.9% |
| 30D | -1.4% | +0.6% | -1.9% | -3.4% |
| 3M | -16.4% | -1.2% | -15.2% | -12.1% |
| 6M | +23.3% | -0.4% | +23.6% | +25.7% |
| YTD | -19.8% | +0.8% | -20.6% | -22.1% |
| 1Y | -8.6% | +1.7% | -10.2% | -14.0% |
| 3Y | -24.0% | +24.7% | -48.7% | -65.9% |
| 5Y | -77.1% | +18.4% | -95.5% | -84.8% |
| All | -81.0% | +20.9% | -101.9% | -87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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