-8.6%
PATH vs HYG
+1.7%
-10.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -1.2% |
| 7D | -2.7% | +0.8% | -3.5% | -4.8% |
| 30D | -3.7% | +0.4% | -4.1% | -4.6% |
| 3M | -13.8% | -1.7% | -12.1% | -9.7% |
| 6M | +20.3% | -0.9% | +21.2% | +24.3% |
| YTD | -20.8% | +0.5% | -21.3% | -21.6% |
| All | -8.6% | +1.7% | -10.3% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling