+262.5%
ECHO vs ALHC
-64.2%
+326.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.9% | +8.1% | +5.5% |
| 7D | -2.4% | +1.0% | -3.4% | -2.5% |
| 30D | -3.1% | -14.2% | +11.0% | -2.0% |
| 3M | +8.7% | -45.1% | +53.9% | +14.4% |
| 6M | -24.8% | -59.5% | +34.8% | -19.3% |
| YTD | -13.0% | -62.8% | +49.9% | -6.4% |
| 1Y | +33.9% | -55.5% | +89.4% | +41.0% |
| 3Y | +791.8% | +25.7% | +766.1% | +714.4% |
| All | +262.5% | -64.2% | +326.7% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling