+258.3%
ECHO vs PH
+1,574.1%
-1,315.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.9% | +2.4% | +3.8% |
| 7D | -2.4% | +2.0% | -4.4% | -3.2% |
| 30D | -3.1% | -3.7% | +0.5% | -1.2% |
| 3M | +8.7% | -14.0% | +22.8% | +17.0% |
| 6M | -24.8% | +2.1% | -26.9% | -25.9% |
| YTD | -13.0% | +5.1% | -18.0% | -16.2% |
| 1Y | +33.9% | +10.9% | +23.0% | +25.7% |
| 3Y | +791.8% | +132.9% | +658.9% | +488.7% |
| 5Y | +261.7% | +200.1% | +61.6% | +108.3% |
| 10Y | +157.3% | +783.8% | -626.5% | -14.3% |
| All | +258.3% | +1,574.1% | -1,315.8% | -28.0% |
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