+33.3%
MELI vs HLT
+99.0%
-65.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | -4.1% | -1.6% | -2.5% | -3.5% |
| 30D | +3.8% | -5.0% | +8.8% | +5.8% |
| 3M | +17.8% | -10.4% | +28.2% | +22.7% |
| 6M | +7.4% | +3.2% | +4.2% | +5.8% |
| YTD | -5.8% | +6.7% | -12.5% | -8.8% |
| 1Y | -18.9% | +10.3% | -29.1% | -22.8% |
| 3Y | +33.3% | +99.3% | -66.0% | -11.4% |
| All | +33.3% | +99.0% | -65.7% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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