+306.8%
ECHO vs ALHC
-61.4%
+368.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.1% |
| 7D | +5.7% | +0.3% | +5.4% | +5.7% |
| 30D | +13.8% | -10.6% | +24.4% | +14.8% |
| 3M | +9.1% | -45.3% | +54.4% | +14.1% |
| 6M | -24.9% | -59.7% | +34.8% | -20.0% |
| YTD | -8.0% | -62.7% | +54.7% | -1.9% |
| 1Y | +42.9% | -56.1% | +99.0% | +49.8% |
| 3Y | +926.7% | +21.3% | +905.4% | +858.3% |
| 5Y | +230.4% | -66.0% | +296.3% | +212.7% |
| All | +306.8% | -61.4% | +368.2% | +262.8% |
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