+597.9%
HPE vs ECHO
+171.0%
+426.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | +0.6% |
| 7D | +13.6% | +9.1% | +4.5% | +11.6% |
| 30D | -27.1% | +7.2% | -34.3% | -28.0% |
| 3M | -14.5% | +6.1% | -20.6% | -15.3% |
| 6M | +66.9% | -24.2% | +91.1% | +74.6% |
| YTD | +111.3% | -9.7% | +121.0% | +111.9% |
| 1Y | +117.5% | +40.9% | +76.6% | +99.9% |
| 3Y | +238.1% | +883.3% | -645.2% | +54.7% |
| 5Y | +292.4% | +224.2% | +68.2% | +161.9% |
| 10Y | +389.3% | +141.3% | +248.1% | +249.0% |
| All | +597.9% | +171.0% | +426.9% | +352.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling