+142.2%
ECHO vs HST
+138.5%
+3.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.3% | +5.2% |
| 7D | -2.4% | -2.7% | +0.3% | -1.1% |
| 30D | -3.1% | +10.7% | -13.8% | -7.3% |
| 3M | +8.7% | +6.3% | +2.5% | +5.9% |
| 6M | -24.8% | +19.0% | -43.7% | -30.7% |
| YTD | -13.0% | +47.0% | -60.0% | -27.4% |
| 1Y | +33.9% | +53.4% | -19.5% | +9.5% |
| 3Y | +791.8% | +78.0% | +713.8% | +574.8% |
| 5Y | +261.7% | +71.7% | +190.0% | +170.8% |
| All | +142.2% | +138.5% | +3.7% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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