+417.8%
ECHO vs HBM
+522.1%
-104.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.8% | -1.7% | +2.4% |
| 7D | +8.6% | +7.4% | +1.2% | +6.5% |
| 30D | +3.8% | +5.1% | -1.3% | +2.1% |
| 3M | -19.9% | +11.1% | -31.0% | -23.0% |
| 6M | -12.1% | +30.2% | -42.3% | -19.8% |
| YTD | -14.1% | +46.2% | -60.3% | -25.0% |
| 1Y | +15.9% | +120.0% | -104.2% | -10.5% |
| 3Y | +417.8% | +527.4% | -109.6% | +126.9% |
| All | +417.8% | +522.1% | -104.2% | +126.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling