+257.9%
HD vs ECHO
+168.8%
+89.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.9% | -4.0% | +2.2% |
| 7D | +3.6% | +3.0% | +0.6% | +3.2% |
| 30D | +21.6% | +6.7% | +14.9% | +20.5% |
| 3M | +0.1% | +12.4% | -12.3% | -1.3% |
| 6M | +13.0% | -20.4% | +33.4% | +14.7% |
| YTD | +4.9% | -6.9% | +11.8% | +4.2% |
| 1Y | -2.1% | +37.7% | -39.8% | -6.8% |
| 3Y | +32.6% | +902.9% | -870.3% | -17.0% |
| 5Y | +8.2% | +275.3% | -267.1% | -18.2% |
| 10Y | +257.9% | +159.0% | +98.9% | +185.3% |
| All | +257.9% | +168.8% | +89.1% | +185.3% |
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