+258.5%
ECHO vs HRB
+111.1%
+147.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.1% |
| 7D | +5.3% | -10.6% | +16.0% | +6.4% |
| 30D | +2.4% | -0.8% | +3.3% | +2.3% |
| 3M | -21.8% | +19.1% | -40.9% | -23.4% |
| 6M | -16.9% | +48.7% | -65.6% | -20.8% |
| YTD | -16.0% | +7.1% | -23.1% | -16.4% |
| 1Y | +9.3% | -8.3% | +17.6% | +11.3% |
| 3Y | +406.2% | +25.8% | +380.4% | +368.9% |
| All | +258.5% | +111.1% | +147.4% | +178.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling