+7.9%
HD vs ECHO
-20.3%
+28.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.2% | -7.1% | -1.7% |
| 7D | +4.3% | -2.4% | +6.7% | +4.3% |
| 30D | +20.2% | -3.1% | +23.3% | +20.5% |
| 3M | -1.0% | +8.7% | -9.7% | -1.1% |
| 6M | +7.9% | -24.8% | +32.7% | +8.7% |
| All | +7.9% | -20.3% | +28.2% | +8.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling