+192.7%
ECHO vs THC
+952.2%
-759.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.3% | +6.3% | +4.4% |
| 7D | +8.6% | -2.6% | +11.1% | +9.1% |
| 30D | +3.8% | -1.2% | +4.9% | +3.9% |
| 3M | -19.9% | +58.9% | -78.8% | -27.0% |
| 6M | -12.1% | +9.3% | -21.4% | -14.3% |
| YTD | -14.1% | +30.4% | -44.4% | -19.5% |
| 1Y | +15.9% | +34.6% | -18.7% | +7.4% |
| 3Y | +417.8% | +246.7% | +171.2% | +290.1% |
| 5Y | +259.3% | +244.5% | +14.8% | +160.0% |
| 10Y | +192.7% | +950.1% | -757.4% | +62.6% |
| All | +192.7% | +952.2% | -759.5% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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