+240.0%
ECHO vs HIG
+140.3%
+99.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | +3.4% | +0.3% | +3.1% | +3.4% |
| 30D | +2.4% | -3.2% | +5.6% | +2.8% |
| 3M | -28.0% | +9.1% | -37.1% | -29.0% |
| 6M | -21.2% | -1.8% | -19.5% | -21.3% |
| YTD | -17.4% | +1.8% | -19.2% | -17.9% |
| 1Y | +33.6% | +4.6% | +29.0% | +32.0% |
| 3Y | +419.7% | +101.6% | +318.0% | +365.8% |
| 5Y | +241.7% | +124.5% | +117.2% | +201.8% |
| 10Y | +180.8% | +317.8% | -137.1% | +125.7% |
| All | +240.0% | +140.3% | +99.7% | +156.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling