+300.7%
ECHO vs HTZ
-93.0%
+393.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.1% | +2.1% | -3.2% |
| 7D | +9.1% | -14.0% | +23.1% | +11.0% |
| 30D | +7.2% | -19.8% | +27.0% | +9.6% |
| 3M | +6.1% | -45.0% | +51.1% | +13.1% |
| 6M | -24.2% | -73.2% | +49.1% | -13.6% |
| YTD | -9.7% | -70.0% | +60.3% | +0.1% |
| 1Y | +40.9% | -75.7% | +116.6% | +60.4% |
| 3Y | +883.3% | -82.1% | +965.3% | +975.1% |
| 5Y | +224.2% | -94.3% | +318.5% | +298.1% |
| All | +300.7% | -93.0% | +393.7% | +389.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling