+34.2%
ECHO vs JHX
+44.7%
-10.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +8.3% | -11.5% | -5.6% |
| 7D | +4.6% | +13.3% | -8.7% | +0.6% |
| 30D | +0.4% | +17.1% | -16.7% | -4.6% |
| 3M | +7.7% | +4.1% | +3.6% | +6.0% |
| 6M | -18.0% | +48.5% | -66.5% | -28.5% |
| YTD | -9.3% | +42.3% | -51.5% | -22.3% |
| 1Y | +34.2% | +47.4% | -13.2% | +11.9% |
| All | +34.2% | +44.7% | -10.5% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 1y: compounded portfolio wealth divided by compounded JHX 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…
1y analysis · Full analysis span regression · 6 months rolling