+9.3%
ECHO vs ALHC
-19.3%
+28.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +0.9% | -2.1% |
| 7D | +5.3% | -4.1% | +9.5% | +5.6% |
| 30D | +2.4% | -5.4% | +7.9% | +2.7% |
| 3M | -21.8% | -32.1% | +10.3% | -20.3% |
| 6M | -16.9% | -28.5% | +11.6% | -15.9% |
| YTD | -16.0% | -34.0% | +18.0% | -16.1% |
| 1Y | +9.3% | -20.9% | +30.2% | +7.2% |
| All | +9.3% | -19.3% | +28.6% | +7.2% |
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