+258.3%
ECHO vs HAS
+742.4%
-484.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.5% | +5.8% | +5.4% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | -3.1% | +31.0% | -34.2% | -11.8% |
| 3M | +8.7% | +30.7% | -21.9% | -1.1% |
| 6M | -24.8% | +23.9% | -48.7% | -30.8% |
| YTD | -13.0% | +48.3% | -61.3% | -25.2% |
| 1Y | +33.9% | +60.2% | -26.3% | +11.8% |
| 3Y | +791.8% | +189.2% | +602.6% | +498.1% |
| 5Y | +261.7% | +50.4% | +211.3% | +194.0% |
| 10Y | +157.3% | +104.2% | +53.1% | +74.2% |
| All | +258.3% | +742.4% | -484.2% | +51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling