+34.2%
ECHO vs HUBB
-4.0%
+38.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.8% | -2.7% |
| 7D | +4.6% | +0.2% | +4.4% | +4.5% |
| 30D | +0.4% | -8.8% | +9.2% | +2.3% |
| 3M | +7.7% | -12.5% | +20.1% | +10.3% |
| 6M | -18.0% | -14.5% | -3.5% | -15.6% |
| YTD | -9.3% | -0.4% | -8.8% | -14.8% |
| 1Y | +34.2% | -3.4% | +37.7% | +26.5% |
| All | +34.2% | -4.0% | +38.2% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 1y: compounded portfolio wealth divided by compounded HUBB 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…
1y analysis · Full analysis span regression · 6 months rolling