-27.9%
DHR vs ECHO
+252.6%
-280.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.1% | -0.1% |
| 7D | -2.4% | +5.3% | -7.8% | -2.6% |
| 30D | -2.2% | +2.4% | -4.6% | -2.3% |
| 3M | +9.0% | -21.8% | +30.7% | +9.9% |
| 6M | +3.5% | -16.9% | +20.4% | +4.0% |
| YTD | -10.1% | -16.0% | +5.9% | -9.9% |
| 1Y | +6.2% | +9.3% | -3.1% | +5.2% |
| 3Y | -5.4% | +406.2% | -411.6% | -16.5% |
| 5Y | -27.9% | +251.0% | -278.9% | -37.6% |
| All | -27.9% | +252.6% | -280.5% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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