-81.2%
PATH vs HYG
+20.1%
-101.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | +0.2% |
| 7D | -5.3% | -0.3% | -5.1% | -4.3% |
| 30D | -0.5% | +0.1% | -0.6% | -0.6% |
| 3M | -7.1% | -1.8% | -5.3% | 0.0% |
| 6M | +23.8% | -1.3% | +25.1% | +30.5% |
| YTD | -20.7% | +0.1% | -20.8% | -20.9% |
| 1Y | -8.1% | +1.5% | -9.6% | -13.1% |
| 3Y | -21.8% | +23.8% | -45.6% | -63.9% |
| 5Y | -76.8% | +16.7% | -93.5% | -83.8% |
| All | -81.2% | +20.1% | -101.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling