+151.9%
HYG vs ECHO
+222.0%
-70.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.1% | 0.0% |
| 7D | -0.2% | +5.3% | -5.5% | -0.5% |
| 30D | -0.1% | +2.4% | -2.5% | -0.3% |
| 3M | +0.7% | -21.8% | +22.5% | +2.1% |
| 6M | +1.5% | -16.9% | +18.4% | +2.3% |
| YTD | +1.9% | -16.0% | +17.9% | +2.4% |
| 1Y | +3.7% | +9.3% | -5.6% | +2.1% |
| 3Y | +26.5% | +406.2% | -379.7% | +2.7% |
| 5Y | +19.0% | +251.0% | -232.0% | -0.6% |
| 10Y | +56.5% | +191.3% | -134.8% | +29.5% |
| All | +151.9% | +222.0% | -70.0% | +86.1% |
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