+140.3%
ECHO vs HSY
+127.3%
+13.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -3.6% |
| 7D | +9.1% | -2.3% | +11.5% | +9.7% |
| 30D | +7.2% | +6.3% | +0.9% | +5.0% |
| 3M | +6.1% | -5.2% | +11.3% | +7.0% |
| 6M | -24.2% | -8.3% | -15.9% | -23.1% |
| YTD | -9.7% | -2.7% | -7.1% | -10.4% |
| 1Y | +40.9% | +0.1% | +40.8% | +38.4% |
| 3Y | +883.3% | -1.0% | +884.3% | +850.5% |
| 5Y | +224.2% | +10.6% | +213.6% | +197.6% |
| All | +140.3% | +127.3% | +13.0% | +98.9% |
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