-54.1%
HUBS vs ECHO
+34.5%
-88.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.3% | -1.0% | -4.3% |
| 7D | -13.0% | +4.6% | -17.6% | -12.8% |
| 30D | -1.8% | +0.4% | -2.2% | -1.6% |
| 3M | -13.0% | +7.7% | -20.6% | -12.8% |
| 6M | -12.4% | -18.0% | +5.6% | -11.2% |
| YTD | -46.0% | -9.3% | -36.7% | -46.3% |
| 1Y | -54.1% | +34.2% | -88.3% | -59.4% |
| All | -54.1% | +34.5% | -88.6% | -59.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling