+37.2%
ECHO vs HST
+51.4%
-14.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.7% | +4.3% | +6.0% |
| 7D | +3.0% | -1.1% | +4.1% | +3.6% |
| 30D | +6.7% | +11.6% | -4.9% | +4.6% |
| 3M | +12.4% | +9.5% | +2.9% | +10.5% |
| 6M | -20.4% | +18.9% | -39.3% | -24.1% |
| YTD | -6.9% | +51.0% | -57.9% | -18.8% |
| All | +37.2% | +51.4% | -14.2% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling