+278.6%
ECHO vs BHP
+222.8%
+55.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.4% |
| 7D | +5.7% | -0.5% | +6.2% | +5.9% |
| 30D | +13.8% | -4.5% | +18.3% | +15.8% |
| 3M | +9.1% | -6.9% | +16.0% | +11.8% |
| 6M | -24.9% | -10.6% | -14.4% | -22.1% |
| YTD | -8.0% | +37.2% | -45.2% | -18.8% |
| 1Y | +42.9% | +48.0% | -5.1% | +22.7% |
| 3Y | +926.7% | +52.6% | +874.1% | +759.6% |
| 5Y | +230.4% | +116.5% | +113.9% | +136.7% |
| 10Y | +145.9% | +334.9% | -189.1% | +33.1% |
| All | +278.6% | +222.8% | +55.9% | +78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling