+117.3%
ECHO vs EQH
+226.9%
-109.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.3% |
| 7D | +5.3% | +1.1% | +4.2% | +4.7% |
| 30D | +2.4% | -1.1% | +3.5% | +2.8% |
| 3M | -21.8% | +25.0% | -46.8% | -30.4% |
| 6M | -16.9% | +33.9% | -50.8% | -29.3% |
| YTD | -16.0% | +11.6% | -27.6% | -22.1% |
| 1Y | +9.3% | +1.5% | +7.8% | +5.8% |
| 3Y | +406.2% | +96.7% | +309.5% | +260.9% |
| 5Y | +251.0% | +93.9% | +157.1% | +145.8% |
| All | +117.3% | +226.9% | -109.6% | +17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling