+40.9%
ECHO vs PHM
+5.7%
+35.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -3.9% |
| 7D | +9.1% | -6.1% | +15.2% | +9.5% |
| 30D | +7.2% | +13.7% | -6.6% | +5.8% |
| 3M | +6.1% | -1.5% | +7.6% | +6.8% |
| 6M | -24.2% | +11.3% | -35.4% | -25.4% |
| YTD | -9.7% | +8.9% | -18.6% | -12.1% |
| 1Y | +40.9% | +6.1% | +34.8% | +38.2% |
| All | +40.9% | +5.7% | +35.2% | +38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling