+188.4%
ECHO vs HRB
+207.5%
-19.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +2.3% | -12.2% | +14.5% | +4.9% |
| 30D | +4.4% | -3.0% | +7.4% | +4.6% |
| 3M | -20.3% | +21.7% | -42.0% | -24.3% |
| 6M | -15.3% | +52.3% | -67.7% | -24.3% |
| YTD | -15.5% | +6.5% | -22.0% | -18.1% |
| 1Y | +15.0% | -6.7% | +21.6% | +14.7% |
| 3Y | +409.1% | +25.1% | +384.0% | +358.4% |
| 5Y | +260.6% | +113.8% | +146.8% | +169.6% |
| All | +188.4% | +207.5% | -19.1% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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