+192.5%
ECHO vs PH
+820.2%
-627.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.5% |
| 7D | +3.7% | -1.3% | +5.0% | +4.4% |
| 30D | +0.7% | -11.0% | +11.7% | +6.9% |
| 3M | -27.3% | +5.5% | -32.8% | -29.8% |
| 6M | -17.0% | +1.5% | -18.4% | -18.6% |
| YTD | -14.3% | +8.8% | -23.1% | -19.5% |
| 1Y | +20.9% | +24.5% | -3.6% | +5.2% |
| 3Y | +423.0% | +141.2% | +281.8% | +224.9% |
| 5Y | +265.7% | +256.3% | +9.4% | +84.2% |
| All | +192.5% | +820.2% | -627.7% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling