-81.4%
PATH vs USHY
+23.2%
-104.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | +0.2% |
| 7D | -2.3% | +0.3% | -2.6% | -3.4% |
| 30D | -4.8% | -0.1% | -4.7% | -4.2% |
| 3M | -17.7% | -1.9% | -15.9% | -11.4% |
| 6M | +18.9% | -1.0% | +19.9% | +24.1% |
| YTD | -21.7% | +0.4% | -22.1% | -22.9% |
| 1Y | -9.6% | +1.4% | -11.1% | -14.4% |
| 3Y | -25.8% | +24.9% | -50.8% | -67.5% |
| 5Y | -77.1% | +19.3% | -96.4% | -85.7% |
| All | -81.4% | +23.2% | -104.6% | -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