+101.3%
HIMS vs ECHO
+150.8%
-49.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.4% |
| 7D | -24.1% | +5.7% | -29.8% | -25.2% |
| 30D | -28.8% | +13.8% | -42.6% | -30.8% |
| 3M | -31.4% | +9.1% | -40.5% | -32.8% |
| 6M | -18.3% | -24.9% | +6.7% | -14.6% |
| YTD | -39.2% | -8.0% | -31.2% | -39.3% |
| 1Y | -45.3% | +42.9% | -88.2% | -49.7% |
| 3Y | +181.9% | +926.7% | -744.8% | +62.4% |
| 5Y | +166.6% | +230.4% | -63.7% | +78.2% |
| All | +101.3% | +150.8% | -49.4% | +31.9% |
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