+926.7%
ECHO vs HUBB
+57.0%
+869.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +5.7% | +1.8% | +3.9% | +4.8% |
| 30D | +13.8% | -7.7% | +21.5% | +18.3% |
| 3M | +9.1% | -13.6% | +22.6% | +16.7% |
| 6M | -24.9% | -9.1% | -15.8% | -22.6% |
| YTD | -8.0% | -0.7% | -7.3% | -11.6% |
| 1Y | +42.9% | +1.1% | +41.8% | +35.7% |
| 3Y | +926.7% | +56.2% | +870.5% | +603.0% |
| All | +926.7% | +57.0% | +869.7% | +603.0% |
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