+240.0%
ECHO vs PH
+1,655.8%
-1,415.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +3.4% | -3.1% | +6.5% | +5.0% |
| 30D | +2.4% | -3.2% | +5.6% | +3.7% |
| 3M | -28.0% | +10.6% | -38.5% | -31.8% |
| 6M | -21.2% | -2.1% | -19.1% | -21.2% |
| YTD | -17.4% | +10.2% | -27.6% | -22.3% |
| 1Y | +33.6% | +28.2% | +5.4% | +16.1% |
| 3Y | +419.7% | +134.9% | +284.8% | +239.1% |
| 5Y | +241.7% | +253.6% | -11.9% | +81.5% |
| 10Y | +180.8% | +804.7% | -624.0% | -7.8% |
| All | +240.0% | +1,655.8% | -1,415.7% | -33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling