+489.7%
HPE vs ECHO
+193.4%
+296.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.6% | -6.8% | -6.4% |
| 7D | +1.4% | +2.3% | -0.9% | +1.0% |
| 30D | +1.5% | +4.4% | -2.9% | +0.8% |
| 3M | +21.7% | -20.3% | +42.0% | +26.2% |
| 6M | +164.2% | -15.3% | +179.5% | +169.2% |
| YTD | +132.1% | -15.5% | +147.6% | +135.3% |
| 1Y | +130.6% | +15.0% | +115.7% | +120.6% |
| 3Y | +244.1% | +409.1% | -165.0% | +99.1% |
| 5Y | +340.8% | +260.6% | +80.2% | +179.7% |
| All | +489.7% | +193.4% | +296.3% | +334.9% |
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 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