+231.1%
HOOD vs ECHO
+307.7%
-76.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.5% | -1.3% |
| 7D | +7.7% | +5.3% | +2.4% | +6.6% |
| 30D | +22.0% | +2.4% | +19.5% | +21.4% |
| 3M | +37.6% | -21.8% | +59.4% | +44.4% |
| 6M | +45.3% | -16.9% | +62.2% | +50.4% |
| YTD | +1.9% | -16.0% | +17.9% | +5.1% |
| 1Y | -2.7% | +9.3% | -12.0% | -5.2% |
| 3Y | +973.4% | +406.2% | +567.2% | +562.0% |
| 5Y | +179.3% | +251.0% | -71.7% | +99.4% |
| All | +231.1% | +307.7% | -76.6% | +130.2% |
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