+182.8%
HIMS vs ECHO
+125.2%
+57.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.9% | +3.4% | -7.3% | -4.5% |
| 30D | -12.4% | +2.4% | -14.8% | -12.9% |
| 3M | -1.1% | -28.0% | +26.9% | +4.9% |
| 6M | +68.4% | -21.2% | +89.7% | +75.1% |
| YTD | -14.7% | -17.4% | +2.7% | -12.7% |
| 1Y | -42.4% | +33.6% | -76.0% | -46.4% |
| 3Y | +304.5% | +419.7% | -115.2% | +161.3% |
| 5Y | +237.5% | +241.7% | -4.2% | +127.2% |
| All | +182.8% | +125.2% | +57.6% | +89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling