+1,573.3%
HWM vs ECHO
+145.4%
+1,427.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +4.0% | -14.7% | -11.5% |
| 7D | -9.2% | +8.6% | -17.7% | -10.8% |
| 30D | -17.9% | +3.8% | -21.6% | -18.6% |
| 3M | -6.0% | -19.9% | +13.8% | -2.3% |
| 6M | -7.4% | -12.1% | +4.7% | -6.2% |
| YTD | +13.1% | -14.1% | +27.2% | +14.2% |
| 1Y | +29.3% | +15.9% | +13.4% | +21.8% |
| 3Y | +389.9% | +417.8% | -27.9% | +149.0% |
| 5Y | +655.5% | +259.3% | +396.2% | +338.4% |
| All | +1,573.3% | +145.4% | +1,427.9% | +956.8% |
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