+34.2%
ECHO vs BAH
+6.2%
+28.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.7% | -3.4% |
| 7D | +4.6% | +5.8% | -1.2% | +3.9% |
| 30D | +0.4% | +28.7% | -28.3% | -2.9% |
| 3M | +7.7% | +20.9% | -13.2% | +5.0% |
| 6M | -18.0% | +15.2% | -33.2% | -18.7% |
| YTD | -9.3% | +7.1% | -16.3% | -7.7% |
| 1Y | +34.2% | +6.4% | +27.8% | +38.0% |
| All | +34.2% | +6.2% | +28.0% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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