+128.4%
HL vs ECHO
+216.6%
-88.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +1.5% | +3.4% | -1.9% | +0.5% |
| 30D | +25.1% | +2.4% | +22.7% | +24.2% |
| 3M | +22.9% | -28.0% | +50.9% | +34.6% |
| 6M | -4.9% | -21.2% | +16.3% | +1.2% |
| YTD | +7.8% | -17.4% | +25.2% | +12.7% |
| 1Y | +133.9% | +33.6% | +100.3% | +112.1% |
| 3Y | +380.9% | +419.7% | -38.8% | +109.4% |
| 5Y | +230.2% | +241.7% | -11.5% | +64.8% |
| 10Y | +265.6% | +180.8% | +84.8% | +81.9% |
| All | +128.4% | +216.6% | -88.2% | -26.5% |
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