+256.9%
HL vs ECHO
+197.5%
+59.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.5% |
| 7D | -4.4% | +3.7% | -8.1% | -5.1% |
| 30D | +9.3% | +0.7% | +8.6% | +9.1% |
| 3M | +32.0% | -27.3% | +59.3% | +40.4% |
| 6M | -6.4% | -17.0% | +10.5% | -3.1% |
| YTD | +3.1% | -14.3% | +17.5% | +5.9% |
| 1Y | +77.6% | +20.9% | +56.7% | +70.1% |
| 3Y | +392.8% | +423.0% | -30.1% | +184.1% |
| 5Y | +234.1% | +265.7% | -31.6% | +110.9% |
| All | +256.9% | +197.5% | +59.4% | +134.6% |
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