+129.2%
HPE vs ECHO
+40.1%
+89.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | -0.6% | +3.4% | -4.0% | -1.2% |
| 30D | -2.3% | +2.4% | -4.7% | -2.7% |
| 3M | -2.9% | -28.0% | +25.1% | +1.5% |
| 6M | +143.6% | -21.2% | +164.8% | +146.6% |
| YTD | +118.5% | -17.4% | +135.9% | +116.9% |
| 1Y | +129.2% | +33.6% | +95.6% | +111.1% |
| All | +129.2% | +40.1% | +89.1% | +111.1% |
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