+251.0%
ECHO vs BHP
+126.1%
+124.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.4% |
| 7D | +5.3% | +0.9% | +4.4% | +5.0% |
| 30D | +2.4% | +4.0% | -1.6% | +0.7% |
| 3M | -21.8% | +11.3% | -33.0% | -25.0% |
| 6M | -16.9% | +29.3% | -46.2% | -24.8% |
| YTD | -16.0% | +59.2% | -75.2% | -29.8% |
| 1Y | +9.3% | +80.8% | -71.6% | -13.1% |
| 3Y | +406.2% | +88.0% | +318.2% | +289.8% |
| 5Y | +251.0% | +126.6% | +124.3% | +142.6% |
| All | +251.0% | +126.1% | +124.9% | +142.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling