+412.7%
ECHO vs HRB
+25.9%
+386.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.2% |
| 7D | +5.3% | -10.6% | +16.0% | +5.5% |
| 30D | +2.4% | -0.8% | +3.3% | +2.4% |
| 3M | -21.8% | +19.1% | -40.9% | -22.0% |
| 6M | -16.9% | +48.7% | -65.6% | -17.4% |
| YTD | -16.0% | +7.1% | -23.1% | -15.0% |
| 1Y | +9.3% | -8.3% | +17.6% | +12.0% |
| All | +412.7% | +25.9% | +386.8% | +287.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling