+192.5%
ECHO vs DHI
+414.5%
-222.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.9% |
| 7D | +3.7% | -3.4% | +7.1% | +4.7% |
| 30D | +0.7% | -5.4% | +6.1% | +2.2% |
| 3M | -27.3% | -10.4% | -16.9% | -25.3% |
| 6M | -17.0% | -2.8% | -14.2% | -17.1% |
| YTD | -14.3% | -3.4% | -10.9% | -14.7% |
| 1Y | +20.9% | -22.9% | +43.8% | +28.4% |
| 3Y | +423.0% | +20.7% | +402.3% | +365.3% |
| 5Y | +265.7% | +62.1% | +203.6% | +185.9% |
| All | +192.5% | +414.5% | -222.1% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 10y: compounded portfolio wealth divided by compounded DHI 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…
10y analysis · Full analysis span regression · 6 months rolling