+38.6%
HPQ vs ECHO
+252.6%
-214.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.2% | +7.2% | +5.1% |
| 7D | +2.2% | +5.3% | -3.1% | +1.9% |
| 30D | +9.7% | +2.4% | +7.3% | +9.5% |
| 3M | +32.7% | -21.8% | +54.5% | +34.5% |
| 6M | +77.7% | -16.9% | +94.6% | +78.5% |
| YTD | +51.0% | -16.0% | +67.0% | +51.2% |
| 1Y | +18.4% | +9.3% | +9.1% | +16.0% |
| 3Y | +25.6% | +406.2% | -380.6% | +0.3% |
| 5Y | +38.6% | +251.0% | -212.3% | +15.5% |
| All | +38.6% | +252.6% | -214.0% | +15.5% |
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 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