+140.3%
ECHO vs HBM
+285.4%
-145.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.7% |
| 7D | +9.1% | +5.1% | +4.1% | +8.0% |
| 30D | +7.2% | -15.8% | +23.0% | +11.3% |
| 3M | +6.1% | -22.4% | +28.5% | +11.7% |
| 6M | -24.2% | -20.2% | -3.9% | -21.3% |
| YTD | -9.7% | +9.0% | -18.7% | -13.1% |
| 1Y | +40.9% | +27.4% | +13.6% | +31.1% |
| 3Y | +883.3% | +424.2% | +459.0% | +560.9% |
| 5Y | +224.2% | +196.1% | +28.1% | +132.1% |
| All | +140.3% | +285.4% | -145.1% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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