+192.5%
ECHO vs PHM
+568.1%
-375.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.9% |
| 7D | +3.7% | -5.0% | +8.7% | +5.3% |
| 30D | +0.7% | -8.4% | +9.1% | +3.4% |
| 3M | -27.3% | -4.4% | -22.9% | -26.8% |
| 6M | -17.0% | -3.7% | -13.2% | -16.8% |
| YTD | -14.3% | +1.3% | -15.6% | -16.0% |
| 1Y | +20.9% | -14.0% | +34.9% | +24.7% |
| 3Y | +423.0% | +48.1% | +374.8% | +340.2% |
| 5Y | +265.7% | +158.8% | +106.9% | +149.6% |
| All | +192.5% | +568.1% | -375.7% | +56.0% |
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