+1,104.2%
DHR vs ECHO
+216.6%
+887.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.9% | +3.4% | -7.3% | -4.3% |
| 30D | +4.0% | +2.4% | +1.6% | +3.7% |
| 3M | +11.5% | -28.0% | +39.4% | +15.3% |
| 6M | +1.9% | -21.2% | +23.1% | +3.7% |
| YTD | -8.9% | -17.4% | +8.5% | -8.1% |
| 1Y | +5.1% | +33.6% | -28.5% | -0.7% |
| 3Y | -10.3% | +419.7% | -430.0% | -38.9% |
| 5Y | -27.8% | +241.7% | -269.5% | -47.7% |
| 10Y | +203.6% | +180.8% | +22.9% | +117.1% |
| All | +1,104.2% | +216.6% | +887.6% | +561.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling