+902.9%
ECHO vs HTZ
-81.5%
+984.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.6% | +7.6% | +7.0% |
| 7D | +3.0% | -16.4% | +19.4% | +5.0% |
| 30D | +6.7% | -15.1% | +21.8% | +8.3% |
| 3M | +12.4% | -28.2% | +40.6% | +15.5% |
| 6M | -20.4% | -73.1% | +52.6% | -10.1% |
| YTD | -6.9% | -68.3% | +61.4% | +2.0% |
| 1Y | +37.7% | -75.2% | +112.9% | +55.2% |
| 3Y | +902.9% | -81.1% | +984.0% | +1,141.1% |
| All | +902.9% | -81.5% | +984.4% | +1,141.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling