+926.7%
ECHO vs THC
+423.7%
+503.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.9% |
| 7D | +5.7% | +1.0% | +4.7% | +5.6% |
| 30D | +13.8% | +5.3% | +8.5% | +13.0% |
| 3M | +9.1% | +7.1% | +2.0% | +7.9% |
| 6M | -24.9% | +46.0% | -71.0% | -29.4% |
| YTD | -8.0% | +43.9% | -51.9% | -13.8% |
| 1Y | +42.9% | +45.4% | -2.5% | +33.1% |
| 3Y | +926.7% | +421.3% | +505.4% | +426.0% |
| All | +926.7% | +423.7% | +503.0% | +426.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling