+458.5%
ECHO vs GEHC
+10.0%
+448.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | +3.4% | -4.0% | +7.4% | +4.6% |
| 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% | -18.5% |
| YTD | -17.4% | -15.9% | -1.5% | -13.7% |
| 1Y | +33.6% | -6.9% | +40.5% | +35.1% |
| 3Y | +419.7% | 0.0% | +419.7% | +391.0% |
| All | +458.5% | +10.0% | +448.5% | +404.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling