+144.9%
ECHO vs HSY
+128.6%
+16.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.8% |
| 7D | +5.7% | -2.1% | +7.8% | +6.2% |
| 30D | +13.8% | +6.1% | +7.7% | +11.6% |
| 3M | +9.1% | -5.6% | +14.7% | +10.1% |
| 6M | -24.9% | -9.5% | -15.4% | -23.6% |
| YTD | -8.0% | -2.1% | -5.9% | -8.9% |
| 1Y | +42.9% | +0.8% | +42.1% | +40.2% |
| 3Y | +926.7% | -2.1% | +928.8% | +897.2% |
| 5Y | +230.4% | +11.2% | +219.1% | +202.9% |
| All | +144.9% | +128.6% | +16.3% | +102.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling