+180.7%
HIMS vs ECHO
+133.6%
+47.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | 0.0% |
| 7D | -0.7% | +3.7% | -4.4% | -1.4% |
| 30D | -8.2% | +0.7% | -8.9% | -8.4% |
| 3M | -4.7% | -27.3% | +22.6% | +0.9% |
| 6M | +6.3% | -17.0% | +23.3% | +9.3% |
| YTD | -15.3% | -14.3% | -1.0% | -13.9% |
| 1Y | -46.9% | +20.9% | -67.7% | -49.4% |
| 3Y | +321.3% | +423.0% | -101.7% | +172.0% |
| 5Y | +215.8% | +265.7% | -49.8% | +110.6% |
| All | +180.7% | +133.6% | +47.2% | +87.1% |
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