+259.8%
ECHO vs EQH
+102.2%
+157.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.6% |
| 7D | +3.7% | +0.7% | +3.0% | +3.3% |
| 30D | +0.7% | +2.8% | -2.1% | -1.1% |
| 3M | -27.3% | +23.1% | -50.4% | -36.0% |
| 6M | -17.0% | +41.4% | -58.4% | -33.5% |
| YTD | -14.3% | +14.3% | -28.6% | -22.3% |
| 1Y | +20.9% | +1.6% | +19.3% | +17.2% |
| 3Y | +423.0% | +102.7% | +320.3% | +242.3% |
| All | +259.8% | +102.2% | +157.5% | +138.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling