-81.0%
PATH vs HYG
+20.4%
-101.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +1.5% |
| 7D | +0.7% | -0.4% | +1.1% | +2.2% |
| 30D | -1.1% | +0.4% | -1.5% | -2.4% |
| 3M | -14.2% | -1.8% | -12.3% | -7.6% |
| 6M | +30.9% | -0.7% | +31.6% | +35.1% |
| YTD | -20.1% | +0.3% | -20.4% | -20.9% |
| 1Y | -8.1% | +1.4% | -9.5% | -12.6% |
| 3Y | -24.3% | +24.1% | -48.4% | -65.4% |
| 5Y | -75.6% | +17.8% | -93.4% | -83.5% |
| All | -81.0% | +20.4% | -101.4% | -87.7% |
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