+30.2%
HAL vs ECHO
+216.6%
-186.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +2.9% | +3.4% | -0.5% | +2.0% |
| 30D | +17.0% | +2.4% | +14.7% | +16.1% |
| 3M | -9.7% | -28.0% | +18.3% | -2.2% |
| 6M | +8.6% | -21.2% | +29.9% | +12.8% |
| YTD | +33.0% | -17.4% | +50.4% | +34.7% |
| 1Y | +68.3% | +33.6% | +34.7% | +45.5% |
| 3Y | +0.1% | +419.7% | -419.6% | -63.7% |
| 5Y | +102.6% | +241.7% | -139.1% | -14.2% |
| 10Y | +3.8% | +180.8% | -176.9% | -51.3% |
| All | +30.2% | +216.6% | -186.4% | -60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling