+240.0%
ECHO vs HST
+148.7%
+91.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +3.4% | -1.0% | +4.4% | +3.7% |
| 30D | +2.4% | -12.3% | +14.6% | +6.2% |
| 3M | -28.0% | -6.4% | -21.6% | -26.7% |
| 6M | -21.2% | +15.0% | -36.3% | -24.7% |
| YTD | -17.4% | +30.5% | -47.9% | -24.1% |
| 1Y | +33.6% | +35.7% | -2.1% | +21.1% |
| 3Y | +419.7% | +68.4% | +351.3% | +342.7% |
| 5Y | +241.7% | +73.1% | +168.6% | +185.1% |
| 10Y | +180.8% | +92.7% | +88.0% | +118.2% |
| All | +240.0% | +148.7% | +91.3% | +111.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling