+33.6%
ECHO vs CHYM
+38.9%
-5.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +3.4% | +1.7% | +1.7% | +3.0% |
| 30D | +2.4% | +30.2% | -27.9% | -4.4% |
| 3M | -28.0% | +85.9% | -113.9% | -39.1% |
| 6M | -21.2% | +49.9% | -71.2% | -29.7% |
| YTD | -17.4% | +34.1% | -51.5% | -24.6% |
| 1Y | +33.6% | +37.0% | -3.4% | +18.9% |
| All | +33.6% | +38.9% | -5.3% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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