+262.5%
ECHO vs HDB
-24.7%
+287.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.8% | +3.4% | +4.8% |
| 7D | -2.4% | +13.3% | -15.7% | -5.7% |
| 30D | -3.1% | +13.6% | -16.7% | -6.6% |
| 3M | +8.7% | +5.8% | +3.0% | +6.7% |
| 6M | -24.8% | -1.9% | -22.8% | -24.9% |
| YTD | -13.0% | -31.2% | +18.2% | -4.1% |
| 1Y | +33.9% | -29.6% | +63.5% | +46.4% |
| 3Y | +791.8% | -10.1% | +801.9% | +787.6% |
| All | +262.5% | -24.7% | +287.3% | +270.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling