+137.1%
HPQ vs ECHO
+216.6%
-79.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +6.9% | +3.4% | +3.5% | +6.2% |
| 30D | +14.4% | +2.4% | +12.1% | +13.9% |
| 3M | +25.6% | -28.0% | +53.6% | +32.9% |
| 6M | +75.0% | -21.2% | +96.3% | +79.8% |
| YTD | +50.7% | -17.4% | +68.1% | +52.2% |
| 1Y | +18.7% | +33.6% | -14.9% | +7.2% |
| 3Y | +21.5% | +419.7% | -398.2% | -38.7% |
| 5Y | +31.6% | +241.7% | -210.1% | -25.6% |
| 10Y | +216.1% | +180.8% | +35.3% | +85.1% |
| All | +137.1% | +216.6% | -79.5% | +5.6% |
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 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