+237.2%
HPE vs ECHO
+881.3%
-644.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | +0.2% |
| 7D | +13.6% | +9.1% | +4.5% | +12.6% |
| 30D | -27.1% | +7.2% | -34.3% | -27.5% |
| 3M | -14.5% | +6.1% | -20.6% | -14.9% |
| 6M | +66.9% | -24.2% | +91.1% | +70.0% |
| YTD | +111.3% | -9.7% | +121.0% | +111.4% |
| 1Y | +117.5% | +40.9% | +76.6% | +110.4% |
| All | +237.2% | +881.3% | -644.1% | +157.8% |
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 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