+926.7%
ECHO vs HTZ
-82.4%
+1,009.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +2.2% |
| 7D | +5.7% | -8.5% | +14.2% | +6.6% |
| 30D | +13.8% | -18.9% | +32.7% | +16.0% |
| 3M | +9.1% | -36.0% | +45.1% | +13.9% |
| 6M | -24.9% | -74.6% | +49.6% | -14.8% |
| YTD | -8.0% | -70.8% | +62.8% | +1.6% |
| 1Y | +42.9% | -75.3% | +118.2% | +60.8% |
| 3Y | +926.7% | -81.6% | +1,008.3% | +1,127.5% |
| All | +926.7% | -82.4% | +1,009.0% | +1,127.5% |
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