+156.1%
ECHO vs HAS
+102.4%
+53.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.7% |
| 7D | +2.2% | +3.3% | -1.1% | +1.2% |
| 30D | +9.8% | +30.5% | -20.7% | +0.6% |
| 3M | +16.8% | +29.9% | -13.1% | +6.9% |
| 6M | -18.1% | +26.5% | -44.6% | -24.9% |
| YTD | -4.2% | +51.9% | -56.1% | -18.0% |
| 1Y | +41.2% | +60.9% | -19.7% | +18.4% |
| 3Y | +943.7% | +215.0% | +728.7% | +587.9% |
| 5Y | +277.5% | +51.5% | +226.0% | +205.7% |
| All | +156.1% | +102.4% | +53.7% | +86.9% |
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