+138.4%
HLT vs ECHO
+262.7%
-124.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.1% |
| 7D | -1.6% | +3.7% | -5.3% | -1.9% |
| 30D | -5.0% | +0.7% | -5.7% | -5.1% |
| 3M | -10.4% | -27.3% | +16.9% | -8.3% |
| 6M | +3.2% | -17.0% | +20.2% | +4.2% |
| YTD | +6.7% | -14.3% | +21.1% | +7.1% |
| 1Y | +10.3% | +20.9% | -10.6% | +7.3% |
| 3Y | +99.3% | +423.0% | -323.6% | +58.0% |
| All | +138.4% | +262.7% | -124.3% | +112.3% |
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