+72.6%
HAL vs ECHO
+11.8%
+60.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.8% | -0.8% |
| 7D | +0.5% | +8.6% | -8.1% | +0.3% |
| 30D | +15.9% | +3.8% | +12.2% | +15.9% |
| 3M | -8.7% | -19.9% | +11.2% | -7.9% |
| 6M | +9.0% | -12.1% | +21.1% | +8.6% |
| YTD | +32.0% | -14.1% | +46.1% | +30.8% |
| All | +72.6% | +11.8% | +60.8% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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