+362.8%
HPE vs ECHO
+252.6%
+110.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.2% | +7.4% | +5.4% |
| 7D | +13.6% | +5.3% | +8.3% | +13.0% |
| 30D | +7.7% | +2.4% | +5.3% | +7.5% |
| 3M | +22.4% | -21.8% | +44.2% | +25.2% |
| 6M | +172.6% | -16.9% | +189.5% | +176.2% |
| YTD | +147.5% | -16.0% | +163.5% | +149.8% |
| 1Y | +151.8% | +9.3% | +142.5% | +147.0% |
| 3Y | +267.1% | +406.2% | -139.2% | +183.5% |
| 5Y | +362.8% | +251.0% | +111.8% | +275.0% |
| All | +362.8% | +252.6% | +110.2% | +275.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling