+1.7%
HUT vs ECHO
+34.5%
-32.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | -3.3% | -20.0% | -21.1% |
| 7D | -29.5% | +4.6% | -34.1% | -31.0% |
| 30D | -45.2% | +0.4% | -45.6% | -44.7% |
| 3M | -51.6% | +7.7% | -59.3% | -53.0% |
| 6M | -37.3% | -18.0% | -19.3% | -31.5% |
| YTD | +6.5% | -9.3% | +15.8% | +6.5% |
| 1Y | +1.7% | +34.2% | -32.5% | -21.4% |
| All | +1.7% | +34.5% | -32.8% | -21.4% |
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