+39.7%
HAL vs ECHO
+260.3%
-220.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.2% | -5.5% | -0.6% |
| 7D | -12.0% | -2.4% | -9.6% | -11.9% |
| 30D | +0.3% | -3.1% | +3.4% | +0.4% |
| 3M | -1.6% | +8.7% | -10.3% | -2.3% |
| 6M | -20.5% | -24.8% | +4.3% | -19.3% |
| YTD | +14.2% | -13.0% | +27.2% | +14.2% |
| 1Y | +18.9% | +33.9% | -15.1% | +15.1% |
| 3Y | -13.7% | +791.8% | -805.5% | -37.3% |
| All | +39.7% | +260.3% | -220.6% | +20.4% |
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