+188.4%
ECHO vs HUBB
+437.4%
-249.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.9% |
| 7D | +2.3% | -1.7% | +4.0% | +3.2% |
| 30D | +4.4% | -12.7% | +17.1% | +11.4% |
| 3M | -20.3% | -2.9% | -17.4% | -20.0% |
| 6M | -15.3% | -4.8% | -10.6% | -15.2% |
| YTD | -15.5% | +2.8% | -18.3% | -19.1% |
| 1Y | +15.0% | +3.5% | +11.4% | +9.2% |
| 3Y | +409.1% | +43.5% | +365.6% | +302.5% |
| 5Y | +260.6% | +154.2% | +106.4% | +104.7% |
| All | +188.4% | +437.4% | -249.0% | +6.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling