+396.0%
HPE vs LYV
+93.4%
+302.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | 0.0% | +12.4% | +12.4% |
| 7D | +19.4% | -1.9% | +21.3% | +20.1% |
| 30D | +5.6% | -8.2% | +13.8% | +8.6% |
| 3M | +33.1% | -1.3% | +34.3% | +32.9% |
| 6M | +192.5% | +2.6% | +189.9% | +186.8% |
| YTD | +160.9% | +19.4% | +141.5% | +141.8% |
| 1Y | +155.0% | -2.2% | +157.2% | +152.8% |
| 3Y | +289.4% | +106.0% | +183.4% | +199.7% |
| All | +396.0% | +93.4% | +302.7% | +278.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling