+243.8%
HPQ vs ECHO
+197.5%
+46.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.4% | +7.0% | +8.2% |
| 7D | +9.8% | +3.7% | +6.0% | +9.2% |
| 30D | +22.4% | +0.7% | +21.7% | +22.1% |
| 3M | +45.2% | -27.3% | +72.5% | +51.1% |
| 6M | +96.4% | -17.0% | +113.4% | +98.8% |
| YTD | +65.4% | -14.3% | +79.7% | +65.7% |
| 1Y | +31.6% | +20.9% | +10.7% | +24.5% |
| 3Y | +37.0% | +423.0% | -385.9% | -18.3% |
| 5Y | +53.0% | +265.7% | -212.7% | +0.3% |
| All | +243.8% | +197.5% | +46.3% | +156.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling