+191.3%
ECHO vs FHN
+125.8%
+65.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.1% |
| 7D | +5.3% | 0.0% | +5.3% | +5.3% |
| 30D | +2.4% | -2.6% | +5.0% | +3.6% |
| 3M | -21.8% | 0.0% | -21.8% | -22.0% |
| 6M | -16.9% | +9.2% | -26.2% | -20.3% |
| YTD | -16.0% | +4.3% | -20.3% | -18.2% |
| 1Y | +9.3% | +10.8% | -1.5% | +3.3% |
| 3Y | +406.2% | +130.7% | +275.5% | +257.4% |
| 5Y | +251.0% | +87.4% | +163.6% | +146.9% |
| 10Y | +191.3% | +126.9% | +64.4% | +68.0% |
| All | +191.3% | +125.8% | +65.4% | +68.0% |
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