+467.0%
HON vs ECHO
+216.6%
+250.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +1.0% |
| 7D | -3.6% | +3.4% | -7.0% | -4.2% |
| 30D | -15.3% | +2.4% | -17.6% | -15.6% |
| 3M | -7.9% | -28.0% | +20.1% | -2.8% |
| 6M | -18.1% | -21.2% | +3.2% | -15.5% |
| YTD | +3.8% | -17.4% | +21.2% | +5.4% |
| 1Y | +0.5% | +33.6% | -33.1% | -7.8% |
| 3Y | +19.8% | +419.7% | -399.9% | -34.5% |
| 5Y | +2.9% | +241.7% | -238.8% | -38.1% |
| 10Y | +134.6% | +180.8% | -46.1% | +43.0% |
| All | +467.0% | +216.6% | +250.4% | +157.1% |
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 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