+2,767.7%
MELI vs HCA
+1,743.3%
+1,024.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.8% | -0.9% |
| 7D | -4.1% | +5.4% | -9.5% | -5.7% |
| 30D | +3.8% | +3.0% | +0.8% | +2.6% |
| 3M | +17.8% | +13.0% | +4.8% | +12.6% |
| 6M | +7.4% | -20.3% | +27.7% | +14.3% |
| YTD | -5.8% | -8.2% | +2.4% | -4.6% |
| 1Y | -18.9% | +6.7% | -25.6% | -21.8% |
| 3Y | +33.3% | +60.4% | -27.0% | +9.1% |
| 5Y | +2.7% | +73.4% | -70.7% | -19.3% |
| 10Y | +962.9% | +506.9% | +456.0% | +431.9% |
| All | +2,767.7% | +1,743.3% | +1,024.5% | +883.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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