+159.8%
ECHO vs PH
+737.8%
-578.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.5% |
| 7D | +2.2% | +2.1% | 0.0% | +1.2% |
| 30D | +9.8% | +0.3% | +9.6% | +9.9% |
| 3M | +16.8% | -8.8% | +25.6% | +22.7% |
| 6M | -18.1% | +10.0% | -28.1% | -22.6% |
| YTD | -4.2% | +10.5% | -14.7% | -10.5% |
| 1Y | +41.2% | +15.5% | +25.7% | +28.9% |
| 3Y | +943.7% | +136.4% | +807.3% | +559.9% |
| 5Y | +277.5% | +213.6% | +63.9% | +103.4% |
| 10Y | +159.8% | +713.9% | -554.1% | -13.6% |
| All | +159.8% | +737.8% | -578.1% | -13.6% |
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