-48.6%
HUBS vs LYV
+25.7%
-74.4%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.9% | +2.7% |
| 7D | -6.4% | -1.6% | -4.7% | -5.9% |
| 30D | -9.2% | +6.2% | -15.4% | -10.9% |
| 3M | -8.0% | -1.7% | -6.3% | -7.7% |
| 6M | +6.0% | +10.5% | -4.5% | +4.0% |
| YTD | -49.4% | +26.4% | -75.9% | -52.7% |
| 1Y | -48.6% | +27.0% | -75.7% | -51.9% |
| All | -48.6% | +25.7% | -74.4% | -51.9% |
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