+370.3%
HPE vs ECHO
+144.4%
+225.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.9% | -5.6% | -4.1% |
| 7D | +7.9% | +5.7% | +2.2% | +6.7% |
| 30D | -23.5% | +13.8% | -37.3% | -25.3% |
| 3M | -19.1% | +9.1% | -28.1% | -20.3% |
| 6M | +51.4% | -24.9% | +76.3% | +58.2% |
| YTD | +103.4% | -8.0% | +111.4% | +103.2% |
| 1Y | +114.4% | +42.9% | +71.5% | +97.3% |
| 3Y | +224.7% | +926.7% | -702.0% | +51.9% |
| 5Y | +277.8% | +230.4% | +47.4% | +159.3% |
| All | +370.3% | +144.4% | +225.9% | +259.6% |
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