-58.5%
HUBS vs ECHO
+416.0%
-474.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.7% |
| 7D | -9.0% | +3.7% | -12.7% | -9.2% |
| 30D | +7.2% | +0.7% | +6.5% | +7.2% |
| 3M | +20.9% | -27.3% | +48.2% | +22.8% |
| 6M | -13.0% | -17.0% | +3.9% | -12.7% |
| YTD | -43.8% | -14.3% | -29.5% | -43.7% |
| 1Y | -54.6% | +20.9% | -75.5% | -55.5% |
| 3Y | -58.5% | +423.0% | -481.4% | -65.3% |
| All | -58.5% | +416.0% | -474.5% | -65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling