+205.0%
HD vs ECHO
+193.6%
+11.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.0% | -6.3% | -2.7% |
| 7D | -1.2% | +8.6% | -9.8% | -2.0% |
| 30D | -11.1% | +3.8% | -14.9% | -11.5% |
| 3M | +2.0% | -19.9% | +21.9% | +4.0% |
| 6M | -10.5% | -12.1% | +1.6% | -10.0% |
| YTD | -6.9% | -14.1% | +7.2% | -6.5% |
| 1Y | -23.2% | +15.9% | -39.0% | -25.5% |
| 3Y | +3.1% | +417.8% | -414.8% | -27.0% |
| 5Y | +7.4% | +259.3% | -251.9% | -19.2% |
| 10Y | +205.0% | +192.7% | +12.3% | +124.2% |
| All | +205.0% | +193.6% | +11.4% | +124.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling