+159.0%
ECHO vs HAS
+106.1%
+52.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.7% | +5.3% | +6.4% |
| 7D | +3.0% | +2.2% | +0.9% | +2.3% |
| 30D | +6.7% | +29.6% | -22.9% | -2.1% |
| 3M | +12.4% | +30.3% | -17.9% | +2.7% |
| 6M | -20.4% | +25.6% | -46.0% | -26.9% |
| YTD | -6.9% | +50.8% | -57.7% | -20.1% |
| 1Y | +37.7% | +63.0% | -25.3% | +14.9% |
| 3Y | +902.9% | +211.6% | +691.3% | +563.1% |
| 5Y | +275.3% | +50.4% | +224.9% | +204.6% |
| 10Y | +159.0% | +101.9% | +57.1% | +89.2% |
| All | +159.0% | +106.1% | +52.9% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling