+286.4%
ECHO vs HTZ
-92.5%
+378.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -27.4% | +23.4% | -0.6% |
| 7D | -2.4% | -14.6% | +12.2% | -1.0% |
| 30D | -3.1% | -20.8% | +17.6% | -1.1% |
| 3M | +8.7% | -18.8% | +27.5% | +9.7% |
| 6M | -24.8% | -74.7% | +49.9% | -13.8% |
| YTD | -13.0% | -68.1% | +55.1% | -4.5% |
| 1Y | +33.9% | -73.5% | +107.4% | +50.3% |
| 3Y | +791.8% | -81.8% | +873.6% | +872.9% |
| 5Y | +261.7% | -95.2% | +356.9% | +343.5% |
| All | +286.4% | -92.5% | +378.9% | +367.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling