+130.6%
HPE vs ECHO
+10.0%
+120.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.6% | -6.8% | -6.4% |
| 7D | +1.4% | +2.3% | -0.9% | +0.9% |
| 30D | +1.5% | +4.4% | -2.9% | +0.6% |
| 3M | +21.7% | -20.3% | +42.0% | +25.6% |
| 6M | +164.2% | -15.3% | +179.5% | +162.8% |
| YTD | +132.1% | -15.5% | +147.6% | +125.5% |
| 1Y | +130.6% | +15.0% | +115.7% | +97.8% |
| All | +130.6% | +10.0% | +120.6% | +97.8% |
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