+188.4%
ECHO vs HIG
+315.0%
-126.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +2.3% | -2.3% | +4.6% | +3.2% |
| 30D | +4.4% | -1.2% | +5.6% | +4.8% |
| 3M | -20.3% | +6.3% | -26.6% | -22.8% |
| 6M | -15.3% | +0.6% | -15.9% | -16.4% |
| YTD | -15.5% | +0.6% | -16.1% | -16.8% |
| 1Y | +15.0% | +6.1% | +8.9% | +10.2% |
| 3Y | +409.1% | +102.0% | +307.2% | +262.0% |
| 5Y | +260.6% | +119.2% | +141.4% | +146.0% |
| All | +188.4% | +315.0% | -126.6% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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