+132.3%
HON vs ECHO
+197.5%
-65.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.1% |
| 7D | -3.5% | +3.7% | -7.2% | -3.9% |
| 30D | -13.8% | +0.7% | -14.4% | -13.8% |
| 3M | -11.7% | -27.3% | +15.6% | -8.7% |
| 6M | -18.7% | -17.0% | -1.8% | -17.6% |
| YTD | +0.2% | -14.3% | +14.6% | +0.8% |
| 1Y | -3.1% | +20.9% | -24.0% | -6.7% |
| 3Y | +17.0% | +423.0% | -406.0% | -20.1% |
| 5Y | +2.0% | +265.7% | -263.7% | -25.4% |
| All | +132.3% | +197.5% | -65.2% | +79.0% |
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