+251.0%
ECHO vs HIG
+117.6%
+133.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.5% |
| 7D | +5.3% | -0.5% | +5.8% | +5.5% |
| 30D | +2.4% | -2.8% | +5.3% | +3.6% |
| 3M | -21.8% | +6.3% | -28.1% | -24.4% |
| 6M | -16.9% | -0.1% | -16.8% | -17.7% |
| YTD | -16.0% | +0.4% | -16.4% | -17.3% |
| 1Y | +9.3% | +6.2% | +3.0% | +3.9% |
| 3Y | +406.2% | +101.6% | +304.6% | +226.1% |
| 5Y | +251.0% | +119.8% | +131.1% | +118.3% |
| All | +251.0% | +117.6% | +133.4% | +118.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling