+249.6%
ECHO vs PHM
+166.4%
+83.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.0% | -1.6% |
| 7D | +3.6% | -4.8% | +8.4% | +5.1% |
| 30D | +7.5% | +16.5% | -9.1% | +1.8% |
| 3M | +16.2% | -2.0% | +18.2% | +16.1% |
| 6M | -20.9% | +12.7% | -33.5% | -25.0% |
| YTD | -6.0% | +11.2% | -17.1% | -11.4% |
| 1Y | +43.4% | +7.7% | +35.6% | +36.3% |
| 3Y | +924.0% | +60.9% | +863.1% | +705.6% |
| 5Y | +249.6% | +167.7% | +81.9% | +111.6% |
| All | +249.6% | +166.4% | +83.3% | +111.6% |
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