+159.8%
ECHO vs HDB
+61.4%
+98.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.3% | +2.7% |
| 7D | +2.2% | +12.7% | -10.5% | -1.3% |
| 30D | +9.8% | +16.6% | -6.8% | +4.9% |
| 3M | +16.8% | +10.8% | +6.0% | +13.0% |
| 6M | -18.1% | +3.8% | -21.9% | -19.6% |
| YTD | -4.2% | -28.9% | +24.7% | +4.7% |
| 1Y | +41.2% | -28.0% | +69.2% | +53.6% |
| 3Y | +943.7% | -7.2% | +950.8% | +934.7% |
| 5Y | +277.5% | -22.2% | +299.8% | +287.8% |
| 10Y | +159.8% | +63.6% | +96.2% | +109.0% |
| All | +159.8% | +61.4% | +98.4% | +109.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling