+240.0%
ECHO vs HRB
+428.3%
-188.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +1.0% |
| 7D | +3.4% | -5.7% | +9.1% | +4.8% |
| 30D | +2.4% | +7.9% | -5.5% | +0.2% |
| 3M | -28.0% | +32.1% | -60.1% | -33.3% |
| 6M | -21.2% | +62.2% | -83.5% | -31.6% |
| YTD | -17.4% | +16.4% | -33.8% | -22.3% |
| 1Y | +33.6% | -0.3% | +33.9% | +30.4% |
| 3Y | +419.7% | +36.0% | +383.6% | +356.4% |
| 5Y | +241.7% | +125.2% | +116.5% | +153.0% |
| 10Y | +180.8% | +237.7% | -56.9% | +71.2% |
| All | +240.0% | +428.3% | -188.3% | +77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling