+234.6%
ECHO vs HST
+82.3%
+152.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +5.7% | +3.6% | +2.1% | +4.0% |
| 30D | +13.8% | +11.2% | +2.6% | +8.4% |
| 3M | +9.1% | +13.1% | -4.0% | +2.9% |
| 6M | -24.9% | +23.9% | -48.9% | -32.8% |
| YTD | -8.0% | +52.3% | -60.3% | -26.3% |
| 1Y | +42.9% | +56.7% | -13.8% | +12.8% |
| 3Y | +926.7% | +87.5% | +839.2% | +628.2% |
| All | +234.6% | +82.3% | +152.3% | +138.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling