+1,463.9%
HWM vs ECHO
+165.8%
+1,298.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.9% | -1.9% | +3.6% |
| 7D | +1.6% | +3.0% | -1.4% | +1.0% |
| 30D | -3.9% | +6.7% | -10.6% | -5.2% |
| 3M | -23.2% | +12.4% | -35.6% | -25.3% |
| 6M | -20.0% | -20.4% | +0.4% | -17.1% |
| YTD | +5.7% | -6.9% | +12.6% | +4.8% |
| 1Y | +4.9% | +37.7% | -32.8% | -4.7% |
| 3Y | +347.0% | +902.9% | -555.9% | +79.1% |
| 5Y | +563.0% | +275.3% | +287.7% | +289.0% |
| 10Y | +1,579.2% | +159.0% | +1,420.1% | +996.3% |
| All | +1,463.9% | +165.8% | +1,298.1% | +870.0% |
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 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