+144.9%
ECHO vs PHM
+670.5%
-525.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +5.7% | -4.1% | +9.8% | +7.1% |
| 30D | +13.8% | +16.1% | -2.3% | +7.9% |
| 3M | +9.1% | -2.5% | +11.6% | +9.1% |
| 6M | -24.9% | +12.9% | -37.9% | -28.8% |
| YTD | -8.0% | +9.0% | -17.0% | -12.5% |
| 1Y | +42.9% | +8.2% | +34.7% | +35.9% |
| 3Y | +926.7% | +58.4% | +868.3% | +737.8% |
| 5Y | +230.4% | +159.2% | +71.2% | +123.7% |
| All | +144.9% | +670.5% | -525.7% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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