+6,694.3%
MELI vs HST
+94.5%
+6,599.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.5% |
| 7D | -6.5% | -0.3% | -6.2% | -6.4% |
| 30D | +2.8% | -2.8% | +5.6% | +4.0% |
| 3M | +14.3% | -6.5% | +20.8% | +17.4% |
| 6M | +6.0% | +20.7% | -14.7% | -3.3% |
| YTD | -6.8% | +30.5% | -37.3% | -18.2% |
| 1Y | -20.9% | +36.8% | -57.7% | -32.5% |
| 3Y | +31.4% | +65.9% | -34.5% | 0.0% |
| 5Y | -0.4% | +73.9% | -74.3% | -25.1% |
| 10Y | +951.2% | +107.0% | +844.1% | +524.8% |
| All | +6,694.3% | +94.5% | +6,599.7% | +3,466.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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