+457.6%
ECHO vs BAH
+1,056.2%
-598.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.4% | +9.7% | +6.2% |
| 7D | -2.4% | -3.5% | +1.2% | -1.7% |
| 30D | -3.1% | +24.3% | -27.4% | -8.4% |
| 3M | +8.7% | +16.3% | -7.6% | +4.2% |
| 6M | -24.8% | +13.6% | -38.3% | -27.9% |
| YTD | -13.0% | +3.5% | -16.4% | -15.2% |
| 1Y | +33.9% | +2.7% | +31.2% | +30.7% |
| 3Y | +791.8% | -26.6% | +818.4% | +811.5% |
| 5Y | +261.7% | +8.5% | +253.2% | +225.1% |
| 10Y | +157.3% | +225.1% | -67.8% | +63.7% |
| All | +457.6% | +1,056.2% | -598.6% | +124.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling