+34.2%
ECHO vs FHN
+14.6%
+19.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -4.9% | -3.6% |
| 7D | +4.6% | +2.3% | +2.3% | +4.0% |
| 30D | +0.4% | +1.6% | -1.2% | 0.0% |
| 3M | +7.7% | -8.4% | +16.0% | +9.9% |
| 6M | -18.0% | -2.3% | -15.8% | -17.9% |
| YTD | -9.3% | +1.5% | -10.8% | -10.6% |
| 1Y | +34.2% | +15.0% | +19.2% | +26.1% |
| All | +34.2% | +14.6% | +19.6% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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