+240.0%
ECHO vs THC
+1,204.4%
-964.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -34.3% |
| 6M | -21.2% | +8.3% | -29.5% | -23.0% |
| YTD | -17.4% | +33.4% | -50.8% | -22.6% |
| 1Y | +33.6% | +37.7% | -4.1% | +23.9% |
| 3Y | +419.7% | +236.8% | +182.9% | +303.9% |
| 5Y | +241.7% | +249.3% | -7.6% | +154.0% |
| 10Y | +180.8% | +995.2% | -814.5% | +51.9% |
| All | +240.0% | +1,204.4% | -964.4% | +45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling