+234.6%
ECHO vs HAS
+48.2%
+186.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.2% |
| 7D | +5.7% | +1.4% | +4.3% | +5.2% |
| 30D | +13.8% | +26.3% | -12.5% | +4.9% |
| 3M | +9.1% | +25.6% | -16.5% | +0.5% |
| 6M | -24.9% | +30.3% | -55.2% | -32.3% |
| YTD | -8.0% | +50.4% | -58.4% | -22.2% |
| 1Y | +42.9% | +57.7% | -14.8% | +18.5% |
| 3Y | +926.7% | +213.4% | +713.3% | +538.7% |
| All | +234.6% | +48.2% | +186.3% | +161.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling