+240.0%
ECHO vs HSY
+600.9%
-360.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | +3.4% | -3.3% | +6.7% | +4.4% |
| 30D | +2.4% | -2.8% | +5.2% | +3.1% |
| 3M | -28.0% | -4.5% | -23.5% | -27.3% |
| 6M | -21.2% | -24.2% | +3.0% | -15.0% |
| YTD | -17.4% | -2.7% | -14.7% | -17.6% |
| 1Y | +33.6% | -3.7% | +37.3% | +33.1% |
| 3Y | +419.7% | -11.5% | +431.1% | +422.6% |
| 5Y | +241.7% | +10.3% | +231.4% | +216.2% |
| 10Y | +180.8% | +122.1% | +58.6% | +102.7% |
| All | +240.0% | +600.9% | -360.9% | +50.2% |
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