+9.3%
ECHO vs BAH
-26.7%
+36.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.4% | -2.3% |
| 7D | +5.3% | -1.3% | +6.7% | +5.6% |
| 30D | +2.4% | -6.6% | +9.0% | +3.6% |
| 3M | -21.8% | -7.2% | -14.6% | -20.3% |
| 6M | -16.9% | -10.0% | -6.9% | -14.7% |
| YTD | -16.0% | -12.5% | -3.5% | -12.6% |
| 1Y | +9.3% | -27.9% | +37.2% | +16.5% |
| All | +9.3% | -26.7% | +36.0% | +16.5% |
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