-2.1%
MELI vs HTZ
-92.5%
+90.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.3% | -7.9% | +0.4% |
| 7D | -13.1% | -27.4% | +14.3% | -10.0% |
| 30D | -20.1% | -11.4% | -8.8% | -19.1% |
| 3M | -22.1% | -33.1% | +11.0% | -19.3% |
| 6M | -2.9% | -73.5% | +70.6% | +9.2% |
| YTD | -24.9% | -68.1% | +43.2% | -18.7% |
| 1Y | -28.0% | -74.3% | +46.3% | -19.9% |
| 3Y | +10.0% | -80.9% | +90.9% | +16.7% |
| 5Y | -4.1% | -93.8% | +89.7% | +37.3% |
| All | -2.1% | -92.5% | +90.4% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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