+9.3%
ECHO vs FHN
+13.3%
-4.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.2% |
| 7D | +5.3% | 0.0% | +5.3% | +5.3% |
| 30D | +2.4% | -2.6% | +5.0% | +3.2% |
| 3M | -21.8% | 0.0% | -21.8% | -22.0% |
| 6M | -16.9% | +9.2% | -26.2% | -19.1% |
| YTD | -16.0% | +4.3% | -20.3% | -17.8% |
| 1Y | +9.3% | +10.8% | -1.5% | +3.5% |
| All | +9.3% | +13.3% | -4.0% | +3.5% |
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