-81.0%
PATH vs USHY
+24.1%
-105.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +1.9% |
| 7D | -2.7% | -0.2% | -2.5% | -1.9% |
| 30D | -1.4% | +0.5% | -1.8% | -3.0% |
| 3M | -16.4% | -1.2% | -15.3% | -12.4% |
| 6M | +23.3% | -0.1% | +23.4% | +24.2% |
| YTD | -19.8% | +1.1% | -20.9% | -23.2% |
| 1Y | -8.6% | +2.0% | -10.6% | -15.2% |
| 3Y | -24.0% | +25.8% | -49.8% | -67.6% |
| 5Y | -77.1% | +20.4% | -97.5% | -86.2% |
| All | -81.0% | +24.1% | -105.0% | -88.9% |
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