-13.0%
HUBS vs ECHO
-13.4%
+0.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +1.1% |
| 7D | -9.0% | +3.7% | -12.7% | -8.2% |
| 30D | +7.2% | +0.7% | +6.5% | +7.4% |
| 3M | +20.9% | -27.3% | +48.2% | +15.5% |
| 6M | -13.0% | -17.0% | +3.9% | -14.5% |
| All | -13.0% | -13.4% | +0.4% | -14.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling