+271.6%
ECHO vs HAS
+760.6%
-489.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -1.9% | -3.3% |
| 7D | +9.1% | +1.6% | +7.5% | +8.6% |
| 30D | +7.2% | +26.6% | -19.4% | -1.2% |
| 3M | +6.1% | +29.0% | -22.9% | -3.0% |
| 6M | -24.2% | +30.6% | -54.7% | -31.4% |
| YTD | -9.7% | +51.5% | -61.2% | -23.0% |
| 1Y | +40.9% | +58.5% | -17.5% | +18.2% |
| 3Y | +883.3% | +214.1% | +669.2% | +541.9% |
| 5Y | +224.2% | +50.2% | +174.0% | +163.7% |
| 10Y | +141.3% | +100.0% | +41.2% | +64.6% |
| All | +271.6% | +760.6% | -489.1% | +56.5% |
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 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