+245.8%
ECHO vs JHX
+643.1%
-397.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +0.9% | -1.4% |
| 7D | +5.3% | +1.6% | +3.8% | +4.9% |
| 30D | +2.4% | -5.0% | +7.4% | +3.7% |
| 3M | -21.8% | +24.5% | -46.2% | -26.3% |
| 6M | -16.9% | +34.9% | -51.8% | -23.8% |
| YTD | -16.0% | +39.3% | -55.3% | -23.8% |
| 1Y | +9.3% | +48.6% | -39.3% | -2.9% |
| 3Y | +406.2% | -2.0% | +408.2% | +373.0% |
| 5Y | +251.0% | -24.4% | +275.4% | +240.8% |
| 10Y | +191.3% | +109.4% | +81.8% | +109.0% |
| All | +245.8% | +643.1% | -397.3% | +56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling