+326.1%
HWM vs ECHO
+621.2%
-295.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.2% | -2.7% | +2.1% |
| 7D | +3.4% | -2.4% | +5.8% | +3.6% |
| 30D | -7.5% | -3.1% | -4.4% | -7.3% |
| 3M | -28.9% | +8.7% | -37.6% | -29.4% |
| 6M | -19.6% | -24.8% | +5.1% | -18.1% |
| YTD | +0.6% | -13.0% | +13.6% | +1.1% |
| 1Y | +0.3% | +33.9% | -33.6% | -2.4% |
| 3Y | +326.1% | +791.8% | -465.7% | +258.6% |
| All | +326.1% | +621.2% | -295.1% | +258.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling