+192.7%
ECHO vs HST
+97.7%
+95.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +4.0% |
| 7D | +8.6% | +2.0% | +6.6% | +7.6% |
| 30D | +3.8% | -5.2% | +9.0% | +6.2% |
| 3M | -19.9% | -6.2% | -13.7% | -17.9% |
| 6M | -12.1% | +20.4% | -32.5% | -19.6% |
| YTD | -14.1% | +30.6% | -44.7% | -24.5% |
| 1Y | +15.9% | +37.4% | -21.5% | -0.9% |
| 3Y | +417.8% | +66.1% | +351.7% | +305.0% |
| 5Y | +259.3% | +73.7% | +185.6% | +168.3% |
| 10Y | +192.7% | +99.8% | +92.9% | +96.3% |
| All | +192.7% | +97.7% | +95.1% | +96.3% |
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