+34.2%
ECHO vs HUM
+51.1%
-16.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.1% | -3.2% |
| 7D | +4.6% | +1.6% | +3.0% | +4.5% |
| 30D | +0.4% | +3.5% | -3.1% | +0.2% |
| 3M | +7.7% | +15.5% | -7.8% | +6.9% |
| 6M | -18.0% | +76.2% | -94.3% | -18.1% |
| YTD | -9.3% | +64.5% | -73.8% | -11.4% |
| 1Y | +34.2% | +50.0% | -15.8% | +32.0% |
| All | +34.2% | +51.1% | -16.9% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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