+717.5%
HPE vs MELI
+1,887.6%
-1,170.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.6% | +7.7% | +5.6% |
| 7D | +13.6% | -6.5% | +20.1% | +14.9% |
| 30D | +7.7% | +2.8% | +4.9% | +6.8% |
| 3M | +22.4% | +14.3% | +8.0% | +18.9% |
| 6M | +172.6% | +6.0% | +166.6% | +166.8% |
| YTD | +147.5% | -6.8% | +154.4% | +147.3% |
| 1Y | +151.8% | -20.9% | +172.7% | +158.0% |
| 3Y | +267.1% | +31.4% | +235.7% | +238.5% |
| 5Y | +362.8% | -0.4% | +363.1% | +322.9% |
| 10Y | +540.2% | +951.2% | -411.0% | +195.1% |
| All | +717.5% | +1,887.6% | -1,170.1% | +195.3% |
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