+144.9%
ECHO vs HDB
+63.5%
+81.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | +5.7% | +2.7% | +2.9% | +4.9% |
| 30D | +13.8% | +14.1% | -0.3% | +9.4% |
| 3M | +9.1% | +11.8% | -2.7% | +5.2% |
| 6M | -24.9% | +8.2% | -33.1% | -27.2% |
| YTD | -8.0% | -29.3% | +21.3% | +0.7% |
| 1Y | +42.9% | -28.8% | +71.7% | +56.0% |
| 3Y | +926.7% | -7.5% | +934.2% | +918.9% |
| 5Y | +230.4% | -23.1% | +253.4% | +240.4% |
| All | +144.9% | +63.5% | +81.4% | +95.0% |
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