+417.8%
ECHO vs FHN
+134.1%
+283.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.7% |
| 7D | +8.6% | +2.7% | +5.9% | +6.8% |
| 30D | +3.8% | -3.1% | +6.9% | +5.7% |
| 3M | -19.9% | +2.3% | -22.2% | -21.5% |
| 6M | -12.1% | +9.7% | -21.8% | -17.7% |
| YTD | -14.1% | +4.7% | -18.8% | -17.9% |
| 1Y | +15.9% | +13.8% | +2.1% | +3.7% |
| 3Y | +417.8% | +131.6% | +286.3% | +188.4% |
| All | +417.8% | +134.1% | +283.7% | +188.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling