+33.6%
ECHO vs BHP
+69.4%
-35.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.2% |
| 7D | +3.4% | -2.9% | +6.3% | +4.7% |
| 30D | +2.4% | +3.4% | -1.0% | +0.7% |
| 3M | -28.0% | +4.1% | -32.0% | -29.7% |
| 6M | -21.2% | +20.6% | -41.8% | -27.5% |
| YTD | -17.4% | +56.1% | -73.4% | -27.3% |
| 1Y | +33.6% | +69.6% | -36.0% | +16.9% |
| All | +33.6% | +69.4% | -35.8% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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