+155.3%
HBAN vs ECHO
+197.5%
-42.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.5% |
| 7D | -1.0% | +3.7% | -4.7% | -1.7% |
| 30D | -5.6% | +0.7% | -6.3% | -5.8% |
| 3M | -1.1% | -27.3% | +26.2% | +4.5% |
| 6M | +9.9% | -17.0% | +26.9% | +12.1% |
| YTD | -0.9% | -14.3% | +13.4% | -0.5% |
| 1Y | -1.4% | +20.9% | -22.3% | -8.2% |
| 3Y | +78.2% | +423.0% | -344.7% | -8.9% |
| 5Y | +37.0% | +265.7% | -228.7% | -21.0% |
| All | +155.3% | +197.5% | -42.2% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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