+116.4%
HPE vs ECHO
+34.5%
+81.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.3% | -2.4% | -4.8% |
| 7D | -17.0% | +4.6% | -21.6% | -17.9% |
| 30D | -26.7% | +0.4% | -27.1% | -27.0% |
| 3M | -4.1% | +7.7% | -11.8% | -6.1% |
| 6M | +75.4% | -18.0% | +93.5% | +76.4% |
| YTD | +111.0% | -9.3% | +120.3% | +100.9% |
| 1Y | +116.4% | +34.2% | +82.2% | +82.2% |
| All | +116.4% | +34.5% | +81.9% | +82.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling