+251.0%
ECHO vs HBM
+392.2%
-141.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | +5.3% | +5.5% | -0.2% | +4.0% |
| 30D | +2.4% | +3.3% | -0.9% | +1.5% |
| 3M | -21.8% | +12.7% | -34.4% | -24.5% |
| 6M | -16.9% | +28.2% | -45.1% | -22.7% |
| YTD | -16.0% | +45.3% | -61.3% | -24.6% |
| 1Y | +9.3% | +121.7% | -112.4% | -11.2% |
| 3Y | +406.2% | +523.5% | -117.3% | +216.9% |
| 5Y | +251.0% | +393.9% | -142.9% | +139.8% |
| All | +251.0% | +392.2% | -141.3% | +139.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling