-46.7%
HUBS vs LYV
+6.6%
-53.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.7% | -2.4% |
| 7D | -5.0% | -4.5% | -0.5% | -4.0% |
| 30D | -1.0% | -5.5% | +4.4% | +0.2% |
| 3M | +12.4% | +7.8% | +4.6% | +11.4% |
| 6M | -11.1% | +9.4% | -20.5% | -12.3% |
| YTD | -38.3% | +21.8% | -60.1% | -40.2% |
| 1Y | -46.7% | +6.5% | -53.1% | -45.0% |
| All | -46.7% | +6.6% | -53.3% | -45.0% |
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 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