+262.5%
ECHO vs THC
+274.4%
-11.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.1% | +6.3% | +5.4% |
| 7D | -2.4% | +3.7% | -6.1% | -3.0% |
| 30D | -3.1% | +9.0% | -12.2% | -4.6% |
| 3M | +8.7% | +10.4% | -1.7% | +6.8% |
| 6M | -24.8% | +45.7% | -70.4% | -30.0% |
| YTD | -13.0% | +42.6% | -55.5% | -19.4% |
| 1Y | +33.9% | +38.8% | -4.8% | +24.4% |
| 3Y | +791.8% | +418.8% | +373.0% | +516.9% |
| All | +262.5% | +274.4% | -11.9% | +154.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling