+1,037.0%
HOOD vs ECHO
+388.0%
+648.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +17.1% | +3.4% | +13.7% | +16.5% |
| 30D | +31.6% | +2.4% | +29.2% | +31.1% |
| 3M | +38.2% | -28.0% | +66.2% | +46.3% |
| 6M | +48.5% | -21.2% | +69.8% | +54.6% |
| YTD | +8.0% | -17.4% | +25.4% | +11.3% |
| 1Y | +18.7% | +33.6% | -14.9% | +13.3% |
| All | +1,037.0% | +388.0% | +648.9% | +669.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling