+86.3%
HUT vs ECHO
+242.1%
-155.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.2% | +6.2% |
| 7D | +17.8% | +3.4% | +14.4% | +16.7% |
| 30D | +0.8% | +2.4% | -1.5% | +0.2% |
| 3M | -26.8% | -28.0% | +1.2% | -19.7% |
| 6M | +72.6% | -21.2% | +93.8% | +84.2% |
| YTD | +103.6% | -17.4% | +121.0% | +114.2% |
| 1Y | +265.3% | +33.6% | +231.7% | +237.6% |
| 3Y | +689.4% | +419.7% | +269.7% | +308.0% |
| All | +86.3% | +242.1% | -155.8% | +20.8% |
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