+33.6%
ECHO vs HUBB
+8.5%
+25.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +3.4% | +0.5% | +2.9% | +3.3% |
| 30D | +2.4% | -10.0% | +12.4% | +4.3% |
| 3M | -28.0% | -4.8% | -23.2% | -27.7% |
| 6M | -21.2% | -5.6% | -15.7% | -21.8% |
| YTD | -17.4% | +4.7% | -22.0% | -22.1% |
| 1Y | +33.6% | +6.7% | +26.9% | +23.3% |
| All | +33.6% | +8.5% | +25.1% | +23.3% |
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