-81.2%
PATH vs HYG
+20.6%
-101.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -1.5% |
| 7D | -2.7% | +0.8% | -3.5% | -5.6% |
| 30D | -3.7% | +0.4% | -4.1% | -4.9% |
| 3M | -13.8% | -1.7% | -12.1% | -7.8% |
| 6M | +20.3% | -0.9% | +21.2% | +25.0% |
| YTD | -20.8% | +0.5% | -21.3% | -22.2% |
| 1Y | -9.2% | +1.8% | -11.0% | -15.1% |
| 3Y | -21.8% | +24.9% | -46.7% | -65.1% |
| 5Y | -77.4% | +17.2% | -94.6% | -84.4% |
| All | -81.2% | +20.6% | -101.7% | -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