+741.5%
HWM vs ECHO
+242.1%
+499.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -2.1% | +3.4% | -5.5% | -2.4% |
| 30D | -11.0% | +2.4% | -13.3% | -11.2% |
| 3M | +4.0% | -28.0% | +32.0% | +7.3% |
| 6M | -0.2% | -21.2% | +21.0% | +1.7% |
| YTD | +26.7% | -17.4% | +44.0% | +28.1% |
| 1Y | +44.7% | +33.6% | +11.1% | +38.7% |
| 3Y | +426.1% | +419.7% | +6.4% | +297.1% |
| All | +741.5% | +242.1% | +499.4% | +613.0% |
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