+648.6%
HUBS vs ECHO
+152.9%
+495.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.6% |
| 7D | -9.0% | +3.7% | -12.7% | -9.5% |
| 30D | +7.2% | +0.7% | +6.5% | +7.0% |
| 3M | +20.9% | -27.3% | +48.2% | +26.4% |
| 6M | -13.0% | -17.0% | +3.9% | -12.2% |
| YTD | -43.8% | -14.3% | -29.5% | -43.7% |
| 1Y | -54.6% | +20.9% | -75.5% | -57.3% |
| 3Y | -58.5% | +423.0% | -481.4% | -76.3% |
| 5Y | -66.4% | +265.7% | -332.1% | -78.9% |
| 10Y | +319.2% | +197.1% | +122.2% | +166.6% |
| All | +648.6% | +152.9% | +495.7% | +434.0% |
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 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