+259.3%
ECHO vs PH
+252.1%
+7.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.4% |
| 7D | +8.6% | +0.4% | +8.2% | +8.3% |
| 30D | +3.8% | -10.8% | +14.6% | +10.7% |
| 3M | -19.9% | +8.5% | -28.3% | -24.3% |
| 6M | -12.1% | +3.9% | -16.0% | -15.4% |
| YTD | -14.1% | +9.4% | -23.5% | -20.3% |
| 1Y | +15.9% | +26.8% | -10.9% | -2.7% |
| 3Y | +417.8% | +140.8% | +277.0% | +204.2% |
| 5Y | +259.3% | +253.8% | +5.5% | +73.6% |
| All | +259.3% | +252.1% | +7.2% | +73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling