-81.2%
PATH vs USHY
+23.3%
-104.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -5.3% | -0.3% | -5.1% | -4.3% |
| 30D | -0.5% | 0.0% | -0.6% | -0.5% |
| 3M | -7.1% | -1.8% | -5.3% | -0.2% |
| 6M | +23.8% | -1.0% | +24.8% | +29.2% |
| YTD | -20.7% | +0.5% | -21.1% | -22.1% |
| 1Y | -8.1% | +1.9% | -9.9% | -14.4% |
| 3Y | -21.8% | +24.9% | -46.7% | -65.6% |
| 5Y | -76.8% | +18.8% | -95.7% | -85.3% |
| All | -81.2% | +23.3% | -104.4% | -88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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