+311.7%
ECHO vs ALHC
-61.8%
+373.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.0% | +7.9% | +7.0% |
| 7D | +3.0% | +3.9% | -0.8% | +2.6% |
| 30D | +6.7% | -3.6% | +10.3% | +6.9% |
| 3M | +12.4% | -49.4% | +61.8% | +18.4% |
| 6M | -20.4% | -59.5% | +39.0% | -15.3% |
| YTD | -6.9% | -63.2% | +56.3% | -0.6% |
| 1Y | +37.7% | -55.5% | +93.2% | +44.2% |
| 3Y | +902.9% | +23.0% | +879.9% | +835.2% |
| 5Y | +275.3% | -65.7% | +341.1% | +255.6% |
| All | +311.7% | -61.8% | +373.5% | +267.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling