+191.3%
ECHO vs HDB
+32.4%
+158.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.5% | -1.7% |
| 7D | +5.3% | -4.9% | +10.2% | +6.8% |
| 30D | +2.4% | -5.8% | +8.3% | +4.1% |
| 3M | -21.8% | -5.2% | -16.6% | -21.0% |
| 6M | -16.9% | -25.7% | +8.8% | -10.1% |
| YTD | -16.0% | -39.6% | +23.6% | -3.5% |
| 1Y | +9.3% | -36.9% | +46.2% | +23.7% |
| 3Y | +406.2% | -29.7% | +435.9% | +446.8% |
| 5Y | +251.0% | -37.8% | +288.7% | +285.3% |
| 10Y | +191.3% | +33.7% | +157.5% | +150.2% |
| All | +191.3% | +32.4% | +158.8% | +150.2% |
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