+412.7%
ECHO vs GEHC
+0.3%
+412.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.6% |
| 7D | +5.3% | -7.6% | +13.0% | +7.7% |
| 30D | +2.4% | -10.7% | +13.1% | +5.6% |
| 3M | -21.8% | -1.2% | -20.6% | -22.2% |
| 6M | -16.9% | -13.7% | -3.2% | -13.8% |
| YTD | -16.0% | -20.4% | +4.4% | -10.6% |
| 1Y | +9.3% | -17.0% | +26.3% | +14.4% |
| All | +412.7% | +0.3% | +412.5% | +360.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling