+1,486.4%
HD vs MELI
+6,819.5%
-5,333.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.6% | -0.4% |
| 7D | -0.5% | -3.6% | +3.1% | +0.2% |
| 30D | +18.5% | -21.4% | +39.9% | +23.6% |
| 3M | +2.2% | -19.3% | +21.5% | +5.8% |
| 6M | +13.8% | -6.6% | +20.4% | +14.7% |
| YTD | +3.4% | -26.8% | +30.2% | +8.3% |
| 1Y | -3.5% | -29.9% | +26.4% | +1.7% |
| 3Y | +29.0% | +7.3% | +21.7% | +22.5% |
| 5Y | +6.1% | -7.6% | +13.7% | -2.5% |
| 10Y | +242.3% | +848.9% | -606.6% | +86.6% |
| All | +1,486.4% | +6,819.5% | -5,333.1% | +396.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MELI.
Daily Out/Under-Performance
Portfolio return minus MELI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MELI 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 MELI 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