+258.3%
ECHO vs THC
+1,294.3%
-1,036.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.1% | +6.3% | +5.4% |
| 7D | -2.4% | +3.7% | -6.1% | -3.1% |
| 30D | -3.1% | +9.0% | -12.2% | -4.7% |
| 3M | +8.7% | +10.4% | -1.7% | +6.6% |
| 6M | -24.8% | +45.7% | -70.4% | -30.2% |
| YTD | -13.0% | +42.6% | -55.5% | -19.6% |
| 1Y | +33.9% | +38.8% | -4.8% | +24.1% |
| 3Y | +791.8% | +418.8% | +373.0% | +542.2% |
| 5Y | +261.7% | +275.7% | -14.0% | +165.5% |
| 10Y | +157.3% | +1,496.2% | -1,338.9% | +31.2% |
| All | +258.3% | +1,294.3% | -1,036.1% | +50.8% |
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