+192.7%
ECHO vs HAS
+53.3%
+139.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.4% | +4.8% |
| 7D | +8.6% | -3.1% | +11.7% | +9.6% |
| 30D | +3.8% | -2.7% | +6.5% | +4.5% |
| 3M | -19.9% | +8.9% | -28.8% | -22.5% |
| 6M | -12.1% | -2.9% | -9.1% | -12.2% |
| YTD | -14.1% | +12.6% | -26.7% | -18.7% |
| 1Y | +15.9% | +17.5% | -1.6% | +7.7% |
| 3Y | +417.8% | +46.2% | +371.6% | +335.5% |
| 5Y | +259.3% | +12.6% | +246.7% | +220.5% |
| 10Y | +192.7% | +55.7% | +137.1% | +137.6% |
| All | +192.7% | +53.3% | +139.5% | +137.6% |
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