+111.9%
HAL vs ECHO
+252.6%
-140.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.0% |
| 7D | -1.3% | +5.3% | -6.7% | -1.7% |
| 30D | +10.9% | +2.4% | +8.5% | +10.7% |
| 3M | -5.8% | -21.8% | +15.9% | -4.5% |
| 6M | +8.1% | -16.9% | +25.0% | +8.8% |
| YTD | +33.2% | -16.0% | +49.2% | +33.6% |
| 1Y | +74.2% | +9.3% | +64.9% | +71.1% |
| 3Y | -3.7% | +406.2% | -409.9% | -22.1% |
| 5Y | +111.9% | +251.0% | -139.1% | +85.5% |
| All | +111.9% | +252.6% | -140.7% | +85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling