+244.6%
HUT vs ECHO
+107.3%
+137.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.0% | +5.5% | +2.9% |
| 7D | +34.9% | +9.1% | +25.7% | +31.0% |
| 30D | -25.9% | +7.2% | -33.1% | -27.1% |
| 3M | -31.7% | +6.1% | -37.8% | -32.3% |
| 6M | -42.2% | -24.2% | -18.1% | -36.8% |
| YTD | +34.9% | -9.7% | +44.6% | +39.8% |
| 1Y | +48.5% | +40.9% | +7.6% | +33.8% |
| 3Y | +471.2% | +883.3% | -412.1% | +93.7% |
| 5Y | -18.9% | +224.2% | -243.1% | -53.4% |
| All | +244.6% | +107.3% | +137.3% | +84.6% |
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