+241.6%
ECHO vs THC
+250.3%
-8.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +3.4% | -0.7% | +4.1% | +3.5% |
| 30D | +2.4% | +1.3% | +1.1% | +2.1% |
| 3M | -28.0% | +64.2% | -92.2% | -34.2% |
| 6M | -21.2% | +8.3% | -29.5% | -22.9% |
| YTD | -17.4% | +33.4% | -50.8% | -22.4% |
| 1Y | +33.6% | +37.7% | -4.1% | +24.0% |
| 3Y | +419.7% | +236.8% | +182.9% | +289.3% |
| All | +241.6% | +250.3% | -8.7% | +148.7% |
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