+34.2%
ECHO vs HTZ
-60.6%
+94.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +9.2% | -12.4% | -4.3% |
| 7D | +4.6% | +18.9% | -14.4% | +2.5% |
| 30D | +0.4% | +26.3% | -25.8% | -2.6% |
| 3M | +7.7% | +49.7% | -42.0% | +1.0% |
| 6M | -18.0% | -61.1% | +43.1% | -8.6% |
| YTD | -9.3% | -56.0% | +46.8% | -2.9% |
| 1Y | +34.2% | -66.4% | +100.6% | +56.1% |
| All | +34.2% | -60.6% | +94.8% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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