+192.5%
ECHO vs HCA
+511.6%
-319.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.0% |
| 7D | +3.7% | +5.4% | -1.7% | +2.0% |
| 30D | +0.7% | +3.0% | -2.3% | -0.4% |
| 3M | -27.3% | +13.0% | -40.3% | -30.6% |
| 6M | -17.0% | -20.3% | +3.3% | -11.7% |
| YTD | -14.3% | -8.2% | -6.1% | -13.3% |
| 1Y | +20.9% | +6.7% | +14.2% | +15.7% |
| 3Y | +423.0% | +60.4% | +362.6% | +321.9% |
| 5Y | +265.7% | +73.4% | +192.2% | +175.7% |
| All | +192.5% | +511.6% | -319.1% | +47.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling