+114.4%
HPE vs ECHO
+45.5%
+68.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.9% | -5.6% | -4.3% |
| 7D | +7.9% | +5.7% | +2.2% | +6.0% |
| 30D | -23.5% | +13.8% | -37.3% | -25.9% |
| 3M | -19.1% | +9.1% | -28.1% | -20.9% |
| 6M | +51.4% | -24.9% | +76.3% | +54.7% |
| YTD | +103.4% | -8.0% | +111.4% | +92.5% |
| 1Y | +114.4% | +42.9% | +71.5% | +76.3% |
| All | +114.4% | +45.5% | +68.9% | +76.3% |
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 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