+278.6%
ECHO vs HSY
+605.4%
-326.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | +5.7% | -2.1% | +7.8% | +6.3% |
| 30D | +13.8% | +6.1% | +7.7% | +11.3% |
| 3M | +9.1% | -5.6% | +14.7% | +10.2% |
| 6M | -24.9% | -9.5% | -15.4% | -23.5% |
| YTD | -8.0% | -2.1% | -5.9% | -9.0% |
| 1Y | +42.9% | +0.8% | +42.1% | +39.9% |
| 3Y | +926.7% | -2.1% | +928.8% | +893.8% |
| 5Y | +230.4% | +11.2% | +219.1% | +203.5% |
| 10Y | +145.9% | +128.3% | +17.6% | +75.3% |
| All | +278.6% | +605.4% | -326.8% | +66.1% |
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