+259.8%
ECHO vs USHY
+20.9%
+238.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.3% |
| 7D | +3.7% | -0.7% | +4.4% | +5.3% |
| 30D | +0.7% | -0.7% | +1.4% | +2.2% |
| 3M | -27.3% | +0.1% | -27.4% | -27.3% |
| 6M | -17.0% | +1.8% | -18.7% | -19.7% |
| YTD | -14.3% | +1.8% | -16.1% | -17.0% |
| 1Y | +20.9% | +3.3% | +17.6% | +13.5% |
| 3Y | +423.0% | +27.0% | +396.0% | +246.6% |
| All | +259.8% | +20.9% | +238.8% | +152.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling