+415.2%
ECHO vs CHYM
-23.3%
+438.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.2% |
| 7D | +3.7% | -2.3% | +6.0% | +4.1% |
| 30D | +0.7% | +4.4% | -3.7% | -0.8% |
| 3M | -27.3% | +91.3% | -118.6% | -41.3% |
| 6M | -17.0% | +44.0% | -61.0% | -26.9% |
| YTD | -14.3% | +31.1% | -45.4% | -22.8% |
| 1Y | +20.9% | +37.8% | -16.9% | +8.3% |
| All | +415.2% | -23.3% | +438.4% | +486.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling