+294.4%
ECHO vs FHN
+113.9%
+180.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | +2.2% | +0.9% | +1.3% | +2.0% |
| 30D | +9.8% | +2.1% | +7.7% | +9.2% |
| 3M | +16.8% | -6.0% | +22.8% | +18.9% |
| 6M | -18.1% | -2.9% | -15.1% | -17.6% |
| YTD | -4.2% | +0.7% | -4.9% | -4.9% |
| 1Y | +41.2% | +11.0% | +30.2% | +36.4% |
| 3Y | +943.7% | +130.3% | +813.4% | +728.0% |
| 5Y | +277.5% | +61.3% | +216.2% | +216.1% |
| 10Y | +159.8% | +89.6% | +70.2% | +97.4% |
| All | +294.4% | +113.9% | +180.5% | +145.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling