+280.1%
ECHO vs ALHC
-29.3%
+309.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.1% |
| 7D | +8.6% | -1.0% | +9.5% | +8.7% |
| 30D | +3.8% | -6.3% | +10.1% | +4.3% |
| 3M | -19.9% | -12.3% | -7.6% | -19.6% |
| 6M | -12.1% | -27.0% | +14.9% | -10.7% |
| YTD | -14.1% | -31.8% | +17.8% | -12.4% |
| 1Y | +15.9% | -17.0% | +32.9% | +15.6% |
| 3Y | +417.8% | +159.8% | +258.0% | +354.4% |
| 5Y | +259.3% | -25.1% | +284.4% | +226.3% |
| All | +280.1% | -29.3% | +309.4% | +223.9% |
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