+226.3%
ECHO vs HCA
+1,635.7%
-1,409.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.8% | +4.2% |
| 7D | +8.6% | -2.8% | +11.4% | +9.4% |
| 30D | +3.8% | -2.7% | +6.5% | +4.5% |
| 3M | -19.9% | +11.5% | -31.4% | -22.8% |
| 6M | -12.1% | -24.3% | +12.2% | -5.7% |
| YTD | -14.1% | -13.6% | -0.5% | -11.6% |
| 1Y | +15.9% | -3.2% | +19.1% | +14.7% |
| 3Y | +417.8% | +50.4% | +367.4% | +339.4% |
| 5Y | +259.3% | +64.8% | +194.5% | +187.4% |
| 10Y | +192.7% | +456.5% | -263.8% | +59.1% |
| All | +226.3% | +1,635.7% | -1,409.4% | +27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling