+40.9%
ECHO vs ALHC
-54.5%
+95.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.5% | -3.9% |
| 7D | +9.1% | -0.8% | +9.9% | +9.2% |
| 30D | +7.2% | -9.6% | +16.8% | +7.7% |
| 3M | +6.1% | -44.5% | +50.6% | +8.9% |
| 6M | -24.2% | -59.2% | +35.0% | -20.7% |
| YTD | -9.7% | -62.0% | +52.3% | -6.6% |
| 1Y | +40.9% | -54.8% | +95.7% | +49.0% |
| All | +40.9% | -54.5% | +95.4% | +49.0% |
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