+33.6%
ECHO vs HDB
-34.6%
+68.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +3.4% | +0.4% | +3.0% | +3.3% |
| 30D | +2.4% | -2.8% | +5.2% | +3.0% |
| 3M | -28.0% | -3.5% | -24.4% | -27.9% |
| 6M | -21.2% | -24.7% | +3.5% | -16.9% |
| YTD | -17.4% | -36.6% | +19.2% | -12.1% |
| 1Y | +33.6% | -34.4% | +68.0% | +44.1% |
| All | +33.6% | -34.6% | +68.2% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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