+33.3%
MELI vs HUBB
+46.2%
-12.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.2% | -0.9% |
| 7D | -4.1% | -0.1% | -4.0% | -4.1% |
| 30D | +3.8% | -10.0% | +13.7% | +6.6% |
| 3M | +17.8% | -1.6% | +19.4% | +17.3% |
| 6M | +7.4% | -3.1% | +10.5% | +6.7% |
| YTD | -5.8% | +4.6% | -10.4% | -8.9% |
| 1Y | -18.9% | +3.3% | -22.2% | -21.4% |
| 3Y | +33.3% | +46.6% | -13.2% | +10.7% |
| All | +33.3% | +46.2% | -12.8% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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