+35.7%
HST vs LYV
+6.6%
+29.1%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.7% |
| 7D | -1.0% | -4.5% | +3.5% | -0.2% |
| 30D | -12.3% | -5.5% | -6.8% | -11.4% |
| 3M | -6.4% | +7.8% | -14.1% | -7.7% |
| 6M | +15.0% | +9.4% | +5.6% | +12.5% |
| YTD | +30.5% | +21.8% | +8.8% | +25.0% |
| 1Y | +35.7% | +6.5% | +29.2% | +28.8% |
| All | +35.7% | +6.6% | +29.1% | +28.8% |
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 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