+412.7%
ECHO vs HUBB
+44.4%
+368.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.3% |
| 7D | +5.3% | +1.1% | +4.3% | +4.9% |
| 30D | +2.4% | -9.6% | +12.0% | +7.1% |
| 3M | -21.8% | -6.2% | -15.6% | -20.4% |
| 6M | -16.9% | -6.2% | -10.8% | -16.5% |
| YTD | -16.0% | +3.4% | -19.3% | -20.7% |
| 1Y | +9.3% | +5.3% | +3.9% | +1.5% |
| All | +412.7% | +44.4% | +368.3% | +282.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling