+33.3%
MELI vs HUM
-9.4%
+42.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.7% | -0.5% |
| 7D | -4.1% | +2.1% | -6.2% | -4.1% |
| 30D | +3.8% | +5.4% | -1.6% | +3.7% |
| 3M | +17.8% | +11.4% | +6.4% | +17.6% |
| 6M | +7.4% | +141.5% | -134.1% | +4.1% |
| YTD | -5.8% | +61.2% | -67.0% | -7.4% |
| 1Y | -18.9% | +49.2% | -68.0% | -20.1% |
| 3Y | +33.3% | -9.0% | +42.4% | +19.0% |
| All | +33.3% | -9.4% | +42.7% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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