+240.0%
ECHO vs FHN
+124.9%
+115.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +3.4% | +1.2% | +2.2% | +3.1% |
| 30D | +2.4% | -4.7% | +7.1% | +3.8% |
| 3M | -28.0% | +3.5% | -31.5% | -28.8% |
| 6M | -21.2% | +7.8% | -29.1% | -23.0% |
| YTD | -17.4% | +5.9% | -23.3% | -19.1% |
| 1Y | +33.6% | +12.5% | +21.1% | +28.3% |
| 3Y | +419.7% | +117.2% | +302.5% | +319.4% |
| 5Y | +241.7% | +86.5% | +155.2% | +175.1% |
| 10Y | +180.8% | +125.7% | +55.0% | +105.1% |
| All | +240.0% | +124.9% | +115.2% | +109.0% |
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 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