-33.8%
HUT vs ECHO
+260.3%
-294.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +5.2% | +9.4% | +12.9% |
| 7D | -11.4% | -2.4% | -9.0% | -10.2% |
| 30D | -41.0% | -3.1% | -37.9% | -40.0% |
| 3M | -41.9% | +8.7% | -50.6% | -42.7% |
| 6M | -51.7% | -24.8% | -26.9% | -47.4% |
| YTD | +14.6% | -13.0% | +27.6% | +19.9% |
| 1Y | +21.4% | +33.9% | -12.5% | +13.2% |
| 3Y | +359.8% | +791.8% | -432.0% | +90.3% |
| All | -33.8% | +260.3% | -294.1% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling