+7.4%
HD vs ECHO
+255.2%
-247.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.0% | -6.3% | -2.5% |
| 7D | -1.2% | +8.6% | -9.8% | -1.6% |
| 30D | -11.1% | +3.8% | -14.9% | -11.4% |
| 3M | +2.0% | -19.9% | +21.9% | +3.1% |
| 6M | -10.5% | -12.1% | +1.6% | -10.2% |
| YTD | -6.9% | -14.1% | +7.2% | -6.6% |
| 1Y | -23.2% | +15.9% | -39.0% | -24.4% |
| 3Y | +3.1% | +417.8% | -414.8% | -15.6% |
| 5Y | +7.4% | +259.3% | -251.9% | -8.0% |
| All | +7.4% | +255.2% | -247.8% | -8.0% |
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