+48.5%
HUT vs ECHO
+37.1%
+11.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.0% | +5.5% | +4.2% |
| 7D | +34.9% | +9.1% | +25.7% | +27.2% |
| 30D | -25.9% | +7.2% | -33.1% | -28.3% |
| 3M | -31.7% | +6.1% | -37.8% | -33.2% |
| 6M | -42.2% | -24.2% | -18.1% | -34.5% |
| YTD | +34.9% | -9.7% | +44.6% | +37.2% |
| 1Y | +48.5% | +40.9% | +7.6% | +29.6% |
| All | +48.5% | +37.1% | +11.4% | +29.6% |
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 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