+188.4%
ECHO vs BHP
+498.2%
-309.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.3% | +5.9% | +2.8% |
| 7D | +2.3% | -3.7% | +6.0% | +3.9% |
| 30D | +4.4% | -0.8% | +5.2% | +4.5% |
| 3M | -20.3% | +7.6% | -27.9% | -22.9% |
| 6M | -15.3% | +20.8% | -36.1% | -22.3% |
| YTD | -15.5% | +50.8% | -66.3% | -29.7% |
| 1Y | +15.0% | +70.9% | -55.9% | -9.5% |
| 3Y | +409.1% | +78.0% | +331.1% | +287.2% |
| 5Y | +260.6% | +113.1% | +147.5% | +143.3% |
| All | +188.4% | +498.2% | -309.8% | +40.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling