+192.5%
ECHO vs HUM
+152.7%
+39.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | +0.9% |
| 7D | +3.7% | +2.1% | +1.7% | +3.3% |
| 30D | +0.7% | +5.4% | -4.7% | -0.4% |
| 3M | -27.3% | +11.4% | -38.7% | -29.1% |
| 6M | -17.0% | +141.5% | -158.5% | -31.7% |
| YTD | -14.3% | +61.2% | -75.5% | -24.1% |
| 1Y | +20.9% | +49.2% | -28.3% | +8.3% |
| 3Y | +423.0% | -9.0% | +432.0% | +411.5% |
| 5Y | +265.7% | +7.2% | +258.5% | +231.8% |
| All | +192.5% | +152.7% | +39.8% | +111.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling