+874.8%
MELI vs HAS
+97.5%
+777.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.4% |
| 7D | -1.2% | +1.4% | -2.6% | -1.7% |
| 30D | -18.9% | +26.3% | -45.2% | -25.6% |
| 3M | -18.4% | +25.6% | -44.0% | -25.0% |
| 6M | -4.5% | +30.3% | -34.8% | -13.9% |
| YTD | -26.0% | +50.4% | -76.3% | -37.0% |
| 1Y | -26.6% | +57.7% | -84.3% | -38.7% |
| 3Y | +8.2% | +213.4% | -205.2% | -33.9% |
| 5Y | -6.6% | +49.1% | -55.7% | -22.8% |
| All | +874.8% | +97.5% | +777.3% | +591.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling