+503.6%
HON vs ECHO
+252.6%
+251.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.5% |
| 7D | +1.4% | +5.7% | -4.3% | +0.4% |
| 30D | +7.5% | +13.8% | -6.3% | +4.8% |
| 3M | -4.3% | +9.1% | -13.4% | -6.2% |
| 6M | -1.5% | -24.9% | +23.4% | +2.4% |
| YTD | +10.5% | -8.0% | +18.5% | +9.6% |
| 1Y | +8.5% | +42.9% | -34.4% | -1.3% |
| 3Y | +28.0% | +926.7% | -898.7% | -41.4% |
| 5Y | +12.0% | +230.4% | -218.3% | -30.1% |
| 10Y | +155.4% | +145.9% | +9.5% | +67.1% |
| All | +503.6% | +252.6% | +251.0% | +167.5% |
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