+34.2%
ECHO vs ALHC
-51.4%
+85.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +10.1% | -13.4% | -3.7% |
| 7D | +4.6% | -0.5% | +5.1% | +4.6% |
| 30D | +0.4% | -4.2% | +4.7% | +0.5% |
| 3M | +7.7% | -39.8% | +47.5% | +10.0% |
| 6M | -18.0% | -57.7% | +39.7% | -14.5% |
| YTD | -9.3% | -58.8% | +49.5% | -7.3% |
| 1Y | +34.2% | -52.4% | +86.6% | +32.6% |
| All | +34.2% | -51.4% | +85.6% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 1y: compounded portfolio wealth divided by compounded ALHC 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…
1y analysis · Full analysis span regression · 6 months rolling