+33.6%
ECHO vs GEHC
-4.8%
+38.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | +3.4% | -4.0% | +7.4% | +4.5% |
| 30D | +2.4% | -2.0% | +4.3% | +2.8% |
| 3M | -28.0% | +8.0% | -35.9% | -30.2% |
| 6M | -21.2% | -12.8% | -8.5% | -16.1% |
| YTD | -17.4% | -15.9% | -1.5% | -10.4% |
| 1Y | +33.6% | -6.9% | +40.5% | +34.7% |
| All | +33.6% | -4.8% | +38.4% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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