+33.6%
ECHO vs EQH
+2.5%
+31.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | +3.4% | +5.5% | -2.1% | +2.3% |
| 30D | +2.4% | +3.2% | -0.9% | +1.6% |
| 3M | -28.0% | +32.5% | -60.5% | -32.5% |
| 6M | -21.2% | +33.7% | -55.0% | -26.5% |
| YTD | -17.4% | +13.4% | -30.8% | -18.5% |
| 1Y | +33.6% | +0.6% | +33.0% | +24.2% |
| All | +33.6% | +2.5% | +31.1% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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