+139.3%
HOOD vs ECHO
+351.7%
-212.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.9% | -4.0% | +1.4% |
| 7D | -0.6% | +3.0% | -3.6% | -1.2% |
| 30D | -23.6% | +6.7% | -30.3% | -24.7% |
| 3M | -10.7% | +12.4% | -23.1% | -13.0% |
| 6M | +8.2% | -20.4% | +28.6% | +12.9% |
| YTD | -26.3% | -6.9% | -19.4% | -25.8% |
| 1Y | -36.1% | +37.7% | -73.8% | -40.7% |
| 3Y | +950.7% | +902.9% | +47.8% | +440.8% |
| 5Y | +127.0% | +275.3% | -148.3% | +61.1% |
| All | +139.3% | +351.7% | -212.5% | +62.5% |
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 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