+317.3%
ECHO vs HTZ
-92.5%
+409.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +9.3% | -11.2% | -3.1% |
| 7D | +3.6% | -27.4% | +31.1% | +7.6% |
| 30D | +7.5% | -11.4% | +18.8% | +8.4% |
| 3M | +16.2% | -33.1% | +49.2% | +20.7% |
| 6M | -20.9% | -73.5% | +52.6% | -9.7% |
| YTD | -6.0% | -68.1% | +62.1% | +3.4% |
| 1Y | +43.4% | -74.3% | +117.7% | +62.0% |
| 3Y | +924.0% | -80.9% | +1,004.9% | +1,010.8% |
| 5Y | +249.6% | -93.8% | +343.4% | +325.6% |
| All | +317.3% | -92.5% | +409.9% | +406.1% |
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 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