+2,021.1%
HD vs ECHO
+233.6%
+1,787.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.2% | -7.1% | -2.6% |
| 7D | +4.3% | -2.4% | +6.7% | +4.5% |
| 30D | +20.2% | -3.1% | +23.3% | +20.3% |
| 3M | -1.0% | +8.7% | -9.7% | -2.7% |
| 6M | +7.9% | -24.8% | +32.7% | +11.1% |
| YTD | +2.0% | -13.0% | +14.9% | +1.9% |
| 1Y | -4.3% | +33.9% | -38.2% | -10.8% |
| 3Y | +25.9% | +791.8% | -765.9% | -30.7% |
| 5Y | +5.8% | +261.7% | -255.9% | -30.1% |
| 10Y | +262.5% | +157.3% | +105.2% | +150.0% |
| All | +2,021.1% | +233.6% | +1,787.5% | +1,045.5% |
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