+453.2%
HUT vs ECHO
+97.4%
+355.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +4.0% | +2.3% | +5.0% |
| 7D | +28.3% | +8.6% | +19.7% | +25.0% |
| 30D | +12.3% | +3.8% | +8.5% | +11.1% |
| 3M | -16.8% | -19.9% | +3.1% | -10.9% |
| 6M | +111.4% | -12.1% | +123.4% | +119.4% |
| YTD | +116.6% | -14.1% | +130.6% | +126.1% |
| 1Y | +290.5% | +15.9% | +274.6% | +271.9% |
| 3Y | +792.3% | +417.8% | +374.4% | +296.0% |
| 5Y | +94.1% | +259.3% | -165.2% | +3.3% |
| All | +453.2% | +97.4% | +355.8% | +198.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling