+116.4%
HPE vs LYV
+25.0%
+91.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.4% | -8.1% | -5.9% |
| 7D | -17.0% | +6.2% | -23.2% | -17.5% |
| 30D | -26.7% | +7.3% | -34.1% | -27.3% |
| 3M | -4.1% | -0.3% | -3.9% | -3.9% |
| 6M | +75.4% | +16.2% | +59.2% | +69.6% |
| YTD | +111.0% | +28.5% | +82.5% | +99.8% |
| 1Y | +116.4% | +21.5% | +94.9% | +106.1% |
| All | +116.4% | +25.0% | +91.5% | +106.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling