+630.5%
ECHO vs HBM
+613.3%
+17.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | +0.2% |
| 7D | +3.4% | -6.4% | +9.8% | +4.7% |
| 30D | +2.4% | +5.9% | -3.5% | +1.1% |
| 3M | -28.0% | -8.9% | -19.0% | -27.1% |
| 6M | -21.2% | +10.7% | -31.9% | -23.7% |
| YTD | -17.4% | +38.3% | -55.7% | -23.7% |
| 1Y | +33.6% | +121.3% | -87.7% | +12.4% |
| 3Y | +419.7% | +450.6% | -30.9% | +259.1% |
| 5Y | +241.7% | +338.0% | -96.3% | +134.4% |
| 10Y | +180.8% | +578.6% | -397.9% | +55.5% |
| All | +630.5% | +613.3% | +17.1% | +241.3% |
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