+423.0%
ECHO vs JHX
-4.5%
+427.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.1% |
| 7D | +3.7% | -6.3% | +10.0% | +5.5% |
| 30D | +0.7% | -7.7% | +8.4% | +2.8% |
| 3M | -27.3% | +19.2% | -46.5% | -30.9% |
| 6M | -17.0% | +38.3% | -55.2% | -24.5% |
| YTD | -14.3% | +37.2% | -51.5% | -22.2% |
| 1Y | +20.9% | +42.3% | -21.4% | +8.2% |
| 3Y | +423.0% | -4.4% | +427.4% | +409.2% |
| All | +423.0% | -4.5% | +427.4% | +409.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling