+193.0%
HOOD vs ECHO
+255.2%
-62.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +4.0% | -7.9% | -4.8% |
| 7D | +13.4% | +8.6% | +4.8% | +11.4% |
| 30D | +25.8% | +3.8% | +22.0% | +24.8% |
| 3M | +38.0% | -19.9% | +57.9% | +44.0% |
| 6M | +52.2% | -12.1% | +64.3% | +55.7% |
| YTD | +3.7% | -14.1% | +17.8% | +6.4% |
| 1Y | +0.1% | +15.9% | -15.8% | -3.6% |
| 3Y | +992.6% | +417.8% | +574.7% | +576.7% |
| 5Y | +193.0% | +259.3% | -66.3% | +107.3% |
| All | +193.0% | +255.2% | -62.2% | +107.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling