+11.9%
HAL vs ECHO
+233.6%
-221.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.2% | -5.5% | -1.7% |
| 7D | -12.0% | -2.4% | -9.6% | -11.5% |
| 30D | +0.3% | -3.1% | +3.4% | +0.7% |
| 3M | -1.6% | +8.7% | -10.3% | -4.7% |
| 6M | -20.5% | -24.8% | +4.3% | -15.9% |
| YTD | +14.2% | -13.0% | +27.2% | +13.3% |
| 1Y | +18.9% | +33.9% | -15.1% | +3.3% |
| 3Y | -13.7% | +791.8% | -805.5% | -74.9% |
| 5Y | +42.2% | +261.7% | -219.5% | -40.9% |
| 10Y | -16.7% | +157.3% | -174.0% | -58.6% |
| All | +11.9% | +233.6% | -221.7% | -66.9% |
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