+259.0%
ECHO vs PHM
+155.0%
+104.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.5% | +7.6% | +5.2% |
| 7D | +8.6% | -2.5% | +11.1% | +9.4% |
| 30D | +3.8% | -9.7% | +13.4% | +7.1% |
| 3M | -19.9% | +2.2% | -22.1% | -21.1% |
| 6M | -12.1% | -5.7% | -6.4% | -11.3% |
| YTD | -14.1% | +2.8% | -16.9% | -16.5% |
| 1Y | +15.9% | -14.4% | +30.3% | +19.8% |
| 3Y | +417.8% | +52.2% | +365.6% | +317.5% |
| All | +259.0% | +155.0% | +104.1% | +125.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling