+713.4%
ECHO vs HBM
+456.2%
+257.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.1% |
| 7D | +5.7% | +2.2% | +3.4% | +5.2% |
| 30D | +13.8% | -11.8% | +25.6% | +16.6% |
| 3M | +9.1% | -19.2% | +28.3% | +13.4% |
| 6M | -24.9% | -22.9% | -2.1% | -21.9% |
| YTD | -8.0% | +7.8% | -15.8% | -10.9% |
| 1Y | +42.9% | +34.9% | +8.0% | +32.6% |
| 3Y | +926.7% | +422.2% | +504.5% | +619.0% |
| 5Y | +230.4% | +192.8% | +37.5% | +145.2% |
| 10Y | +145.9% | +281.1% | -135.3% | +51.2% |
| All | +713.4% | +456.2% | +257.3% | +298.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling