+25.0%
HL vs ECHO
+34.5%
-9.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -3.3% | +16.4% | +14.4% |
| 7D | +0.2% | +4.6% | -4.4% | -1.9% |
| 30D | -12.1% | +0.4% | -12.5% | -12.7% |
| 3M | -2.8% | +7.7% | -10.5% | -6.5% |
| 6M | -14.9% | -18.0% | +3.1% | -10.2% |
| YTD | -22.0% | -9.3% | -12.8% | -19.3% |
| 1Y | +25.0% | +34.2% | -9.2% | +26.1% |
| All | +25.0% | +34.5% | -9.5% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling