+238.2%
HL vs ECHO
+253.4%
-15.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.6% | -4.1% |
| 7D | -5.6% | +2.3% | -7.9% | -6.0% |
| 30D | +12.7% | +4.4% | +8.3% | +11.9% |
| 3M | +42.5% | -20.3% | +62.8% | +47.3% |
| 6M | -9.0% | -15.3% | +6.3% | -6.7% |
| YTD | +4.4% | -15.5% | +19.9% | +6.9% |
| 1Y | +82.7% | +15.0% | +67.7% | +79.1% |
| 3Y | +406.3% | +409.1% | -2.9% | +253.8% |
| 5Y | +238.2% | +260.6% | -22.5% | +147.1% |
| All | +238.2% | +253.4% | -15.2% | +147.1% |
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 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