+33.6%
ECHO vs USHY
+4.6%
+29.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | +0.1% |
| 7D | +3.4% | -0.1% | +3.5% | +4.0% |
| 30D | +2.4% | +0.1% | +2.3% | +2.0% |
| 3M | -28.0% | +0.8% | -28.8% | -30.0% |
| 6M | -21.2% | +1.7% | -23.0% | -25.5% |
| YTD | -17.4% | +2.5% | -19.9% | -23.0% |
| 1Y | +33.6% | +4.4% | +29.2% | +22.6% |
| All | +33.6% | +4.6% | +29.0% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 1y: compounded portfolio wealth divided by compounded USHY 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…
1y analysis · Full analysis span regression · 6 months rolling