+405.1%
ECHO vs CHYM
-19.7%
+424.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.9% | -9.2% | -4.0% |
| 7D | +5.3% | +3.4% | +1.9% | +4.3% |
| 30D | +2.4% | +12.0% | -9.6% | -0.8% |
| 3M | -21.8% | +102.4% | -124.2% | -37.7% |
| 6M | -16.9% | +52.7% | -69.6% | -27.9% |
| YTD | -16.0% | +37.3% | -53.3% | -25.1% |
| 1Y | +9.3% | +42.2% | -32.9% | -2.3% |
| All | +405.1% | -19.7% | +424.7% | +468.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling