+33.6%
ECHO vs HSY
-3.5%
+37.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | +3.4% | -3.3% | +6.7% | +3.5% |
| 30D | +2.4% | -2.8% | +5.2% | +2.3% |
| 3M | -28.0% | -4.5% | -23.5% | -27.7% |
| 6M | -21.2% | -24.2% | +3.0% | -20.3% |
| YTD | -17.4% | -2.7% | -14.7% | -16.4% |
| 1Y | +33.6% | -3.7% | +37.3% | +38.4% |
| All | +33.6% | -3.5% | +37.1% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 1y: compounded portfolio wealth divided by compounded HSY 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…
1y analysis · Full analysis span regression · 6 months rolling