+287.0%
ECHO vs HSY
+614.2%
-327.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.3% |
| 7D | +3.6% | +1.1% | +2.5% | +3.2% |
| 30D | +7.5% | +7.7% | -0.2% | +4.6% |
| 3M | +16.2% | -2.3% | +18.5% | +16.2% |
| 6M | -20.9% | -5.3% | -15.6% | -20.5% |
| YTD | -6.0% | -0.9% | -5.1% | -7.3% |
| 1Y | +43.4% | +5.2% | +38.1% | +38.5% |
| 3Y | +924.0% | +0.7% | +923.3% | +882.0% |
| 5Y | +249.6% | +12.2% | +237.4% | +220.4% |
| 10Y | +151.3% | +131.1% | +20.2% | +78.5% |
| All | +287.0% | +614.2% | -327.2% | +69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling