+126.2%
ECHO vs USHY
+48.0%
+78.2%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.1% |
| 7D | +5.7% | -0.4% | +6.1% | +6.5% |
| 30D | +13.8% | +0.6% | +13.2% | +12.6% |
| 3M | +9.1% | -2.0% | +11.1% | +13.3% |
| 6M | -24.9% | -0.5% | -24.4% | -23.9% |
| YTD | -8.0% | +0.6% | -8.6% | -8.3% |
| 1Y | +42.9% | +2.1% | +40.8% | +38.8% |
| 3Y | +926.7% | +25.3% | +901.4% | +630.6% |
| 5Y | +230.4% | +19.7% | +210.6% | +154.9% |
| All | +126.2% | +48.0% | +78.2% | +33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling