+144.9%
ECHO vs HRB
+221.6%
-76.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.2% |
| 7D | +5.7% | -5.1% | +10.8% | +6.7% |
| 30D | +13.8% | +8.7% | +5.1% | +11.5% |
| 3M | +9.1% | -5.4% | +14.5% | +9.5% |
| 6M | -24.9% | +41.6% | -66.5% | -31.3% |
| YTD | -8.0% | +18.7% | -26.7% | -13.2% |
| 1Y | +42.9% | +16.4% | +26.5% | +35.2% |
| 3Y | +926.7% | +22.0% | +904.7% | +832.0% |
| 5Y | +230.4% | +141.2% | +89.1% | +139.6% |
| All | +144.9% | +221.6% | -76.7% | +52.7% |
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