+34.2%
ECHO vs HCA
+11.2%
+23.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +10.3% | -13.6% | -2.7% |
| 7D | +4.6% | +10.2% | -5.7% | +5.2% |
| 30D | +0.4% | +17.4% | -17.0% | +1.1% |
| 3M | +7.7% | +27.7% | -20.0% | +8.8% |
| 6M | -18.0% | +20.0% | -38.1% | -16.5% |
| YTD | -9.3% | +10.0% | -19.2% | -6.8% |
| 1Y | +34.2% | +9.0% | +25.2% | +35.1% |
| All | +34.2% | +11.2% | +23.0% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 1y: compounded portfolio wealth divided by compounded HCA 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…
1y analysis · Full analysis span regression · 6 months rolling