+15.0%
ECHO vs HIG
+7.0%
+8.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +2.3% | -2.3% | +4.6% | +1.6% |
| 30D | +4.4% | -1.2% | +5.6% | +4.1% |
| 3M | -20.3% | +6.3% | -26.6% | -18.8% |
| 6M | -15.3% | +0.6% | -15.9% | -14.3% |
| YTD | -15.5% | +0.6% | -16.1% | -13.8% |
| 1Y | +15.0% | +6.1% | +8.9% | +17.7% |
| All | +15.0% | +7.0% | +8.0% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling