+249.2%
HPE vs ECHO
+436.9%
-187.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +4.0% | +3.7% | +7.4% |
| 7D | +10.1% | +8.6% | +1.6% | +9.4% |
| 30D | +5.3% | +3.8% | +1.5% | +5.0% |
| 3M | +12.7% | -19.9% | +32.6% | +14.4% |
| 6M | +167.7% | -12.1% | +179.7% | +169.0% |
| YTD | +135.5% | -14.1% | +149.5% | +136.6% |
| 1Y | +143.4% | +15.9% | +127.5% | +139.0% |
| 3Y | +249.2% | +417.8% | -168.7% | +201.3% |
| All | +249.2% | +436.9% | -187.7% | +201.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling