+308.3%
ECHO vs HTZ
-93.2%
+401.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +2.2% |
| 7D | +5.7% | -8.5% | +14.2% | +6.7% |
| 30D | +13.8% | -18.9% | +32.7% | +16.2% |
| 3M | +9.1% | -36.0% | +45.1% | +14.3% |
| 6M | -24.9% | -74.6% | +49.6% | -14.0% |
| YTD | -8.0% | -70.8% | +62.8% | +2.3% |
| 1Y | +42.9% | -75.3% | +118.2% | +62.2% |
| 3Y | +926.7% | -81.6% | +1,008.3% | +1,016.9% |
| 5Y | +230.4% | -94.4% | +324.8% | +307.0% |
| All | +308.3% | -93.2% | +401.5% | +400.8% |
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