+266.7%
ECHO vs HTZ
-89.5%
+356.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | +3.4% | +7.5% | -4.1% | +2.4% |
| 30D | +2.4% | +47.4% | -45.1% | -3.8% |
| 3M | -28.0% | -54.9% | +26.9% | -22.5% |
| 6M | -21.2% | -47.0% | +25.8% | -18.0% |
| YTD | -17.4% | -55.3% | +37.9% | -12.2% |
| 1Y | +33.6% | -57.6% | +91.2% | +41.1% |
| 3Y | +419.7% | -86.6% | +506.3% | +498.5% |
| 5Y | +241.7% | -86.1% | +327.8% | +280.9% |
| All | +266.7% | -89.5% | +356.2% | +329.6% |
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