+121.2%
HBAN vs ECHO
+229.4%
-108.2%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.0% | -5.6% | -2.8% |
| 7D | +2.1% | +8.6% | -6.5% | -0.5% |
| 30D | -4.5% | +3.8% | -8.3% | -5.7% |
| 3M | +2.6% | -19.9% | +22.4% | +8.3% |
| 6M | +4.7% | -12.1% | +16.8% | +5.9% |
| YTD | -1.5% | -14.1% | +12.5% | -1.1% |
| 1Y | -1.9% | +15.9% | -17.8% | -11.3% |
| 3Y | +75.2% | +417.8% | -342.6% | -36.9% |
| 5Y | +37.2% | +259.3% | -222.1% | -43.7% |
| 10Y | +156.6% | +192.7% | -36.1% | +10.0% |
| All | +121.2% | +229.4% | -108.2% | -36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling