+635.0%
HLT vs ECHO
+132.2%
+502.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -2.6% | +2.3% | -4.9% | -3.0% |
| 30D | -2.6% | +4.4% | -7.0% | -3.4% |
| 3M | -9.4% | -20.3% | +10.9% | -6.7% |
| 6M | +2.7% | -15.3% | +18.1% | +4.1% |
| YTD | +6.8% | -15.5% | +22.3% | +7.6% |
| 1Y | +12.4% | +15.0% | -2.6% | +7.0% |
| 3Y | +100.2% | +409.1% | -309.0% | +18.3% |
| 5Y | +143.7% | +260.6% | -116.9% | +57.6% |
| 10Y | +584.9% | +193.0% | +391.9% | +351.0% |
| All | +635.0% | +132.2% | +502.8% | +406.3% |
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 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