+111.3%
ECHO vs USHY
+50.7%
+60.6%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.1% | +4.1% |
| 7D | +8.6% | 0.0% | +8.6% | +8.5% |
| 30D | +3.8% | 0.0% | +3.8% | +3.8% |
| 3M | -19.9% | +1.2% | -21.0% | -21.4% |
| 6M | -12.1% | +2.6% | -14.7% | -15.6% |
| YTD | -14.1% | +2.4% | -16.5% | -17.2% |
| 1Y | +15.9% | +4.2% | +11.6% | +8.2% |
| 3Y | +417.8% | +28.0% | +389.8% | +256.9% |
| 5Y | +259.3% | +21.8% | +237.5% | +168.2% |
| All | +111.3% | +50.7% | +60.6% | +20.6% |
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