+151.3%
ECHO vs FHN
+90.7%
+60.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | +3.6% | -0.9% | +4.5% | +4.1% |
| 30D | +7.5% | +2.0% | +5.4% | +6.6% |
| 3M | +16.2% | -6.8% | +23.0% | +19.6% |
| 6M | -20.9% | -0.8% | -20.1% | -20.9% |
| YTD | -6.0% | +0.6% | -6.6% | -7.1% |
| 1Y | +43.4% | +11.5% | +31.8% | +35.6% |
| 3Y | +924.0% | +130.0% | +794.1% | +621.4% |
| 5Y | +249.6% | +60.8% | +188.8% | +163.1% |
| 10Y | +151.3% | +84.0% | +67.3% | +52.6% |
| All | +151.3% | +90.7% | +60.6% | +52.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling