+278.6%
ECHO vs HIG
+138.8%
+139.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +5.7% | +2.6% | +3.1% | +5.3% |
| 30D | +13.8% | +4.2% | +9.6% | +13.0% |
| 3M | +9.1% | +0.2% | +8.9% | +8.8% |
| 6M | -24.9% | +4.6% | -29.5% | -25.7% |
| YTD | -8.0% | +1.1% | -9.1% | -8.7% |
| 1Y | +42.9% | +4.7% | +38.2% | +41.1% |
| 3Y | +926.7% | +95.5% | +831.2% | +822.5% |
| 5Y | +230.4% | +111.7% | +118.7% | +193.8% |
| 10Y | +145.9% | +263.4% | -117.6% | +100.4% |
| All | +278.6% | +138.8% | +139.8% | +185.3% |
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 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