+4.4%
HWM vs ECHO
+34.5%
-30.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.3% | -1.0% | -3.8% |
| 7D | +9.4% | +4.6% | +4.8% | +8.9% |
| 30D | -7.0% | +0.4% | -7.4% | -7.0% |
| 3M | -25.9% | +7.7% | -33.5% | -26.6% |
| 6M | -10.8% | -18.0% | +7.2% | -9.3% |
| YTD | +4.3% | -9.3% | +13.6% | +4.3% |
| 1Y | +4.4% | +34.2% | -29.8% | +3.9% |
| All | +4.4% | +34.5% | -30.1% | +3.9% |
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