+40.9%
ECHO vs BAH
+3.0%
+37.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.1% | -4.0% |
| 7D | +9.1% | -2.6% | +11.7% | +9.3% |
| 30D | +7.2% | +20.4% | -13.2% | +4.7% |
| 3M | +6.1% | +11.9% | -5.8% | +4.9% |
| 6M | -24.2% | +17.1% | -41.3% | -25.2% |
| YTD | -9.7% | +5.5% | -15.3% | -7.2% |
| 1Y | +40.9% | +5.6% | +35.3% | +43.5% |
| All | +40.9% | +3.0% | +37.9% | +43.5% |
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