+21.3%
HPQ vs ECHO
+34.5%
-13.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.3% | +9.1% | +5.7% |
| 7D | -7.8% | +4.6% | -12.3% | -7.5% |
| 30D | -4.9% | +0.4% | -5.3% | -4.6% |
| 3M | +4.9% | +7.7% | -2.8% | +5.2% |
| 6M | +47.1% | -18.0% | +65.1% | +46.2% |
| YTD | +39.5% | -9.3% | +48.8% | +35.0% |
| 1Y | +21.3% | +34.2% | -13.0% | +11.6% |
| All | +21.3% | +34.5% | -13.2% | +11.6% |
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