+2.6%
HAL vs LYV
+564.6%
-562.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.7% |
| 7D | -3.3% | -1.9% | -1.4% | -2.5% |
| 30D | +8.2% | -8.2% | +16.4% | +12.3% |
| 3M | -9.4% | -1.3% | -8.2% | -9.4% |
| 6M | +0.6% | +2.6% | -2.0% | -2.2% |
| YTD | +28.6% | +19.4% | +9.2% | +15.6% |
| 1Y | +63.9% | -2.2% | +66.1% | +60.9% |
| 3Y | -7.1% | +106.0% | -113.2% | -38.7% |
| 5Y | +102.3% | +97.7% | +4.7% | +21.7% |
| All | +2.6% | +564.6% | -562.1% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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