+207.9%
HIMS vs ECHO
+252.6%
-44.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.3% | -0.5% |
| 7D | -2.7% | +5.3% | -8.1% | -3.8% |
| 30D | -12.2% | +2.4% | -14.6% | -12.7% |
| 3M | -3.7% | -21.8% | +18.1% | +1.0% |
| 6M | +25.9% | -16.9% | +42.8% | +29.8% |
| YTD | -14.1% | -16.0% | +1.9% | -12.3% |
| 1Y | -41.6% | +9.3% | -50.9% | -43.7% |
| 3Y | +327.3% | +406.2% | -78.9% | +164.0% |
| 5Y | +207.9% | +251.0% | -43.0% | +92.3% |
| All | +207.9% | +252.6% | -44.6% | +92.3% |
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