-75.7%
PATH vs HYG
+19.2%
-94.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.1% | -16.6% | -16.4% |
| 7D | -16.3% | -0.2% | -16.1% | -15.6% |
| 30D | +9.9% | +0.1% | +9.8% | +9.7% |
| 3M | +30.2% | +0.7% | +29.5% | +27.5% |
| 6M | +37.2% | +1.5% | +35.8% | +29.8% |
| YTD | -7.3% | +2.2% | -9.5% | -14.6% |
| 1Y | +40.0% | +3.9% | +36.1% | +21.3% |
| 3Y | -4.4% | +26.0% | -30.4% | -58.7% |
| All | -75.7% | +19.2% | -94.9% | -84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling