+188.4%
ECHO vs HSY
+130.0%
+58.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.7% | +0.3% |
| 7D | +2.3% | -0.4% | +2.7% | +2.4% |
| 30D | +4.4% | -3.4% | +7.8% | +5.2% |
| 3M | -20.3% | -0.5% | -19.8% | -20.4% |
| 6M | -15.3% | -19.1% | +3.8% | -10.8% |
| YTD | -15.5% | -2.1% | -13.4% | -15.9% |
| 1Y | +15.0% | -3.2% | +18.2% | +14.3% |
| 3Y | +409.1% | -8.8% | +418.0% | +408.7% |
| 5Y | +260.6% | +13.0% | +247.7% | +231.2% |
| All | +188.4% | +130.0% | +58.5% | +139.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling