+321.3%
HIMS vs MELI
+31.9%
+289.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.4% |
| 7D | -0.7% | -4.1% | +3.4% | +1.0% |
| 30D | -8.2% | +3.8% | -12.0% | -9.8% |
| 3M | -4.7% | +17.8% | -22.6% | -11.3% |
| 6M | +6.3% | +7.4% | -1.1% | +1.6% |
| YTD | -15.3% | -5.8% | -9.5% | -15.1% |
| 1Y | -46.9% | -18.9% | -28.0% | -43.4% |
| 3Y | +321.3% | +33.3% | +287.9% | +262.8% |
| All | +321.3% | +31.9% | +289.4% | +262.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling