+308.1%
HUBS vs LYV
+564.6%
-256.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -9.0% | -1.9% | -7.1% | -8.1% |
| 30D | +7.2% | -8.2% | +15.4% | +11.8% |
| 3M | +20.9% | -1.3% | +22.1% | +21.7% |
| 6M | -13.0% | +2.6% | -15.6% | -14.9% |
| YTD | -43.8% | +19.4% | -63.3% | -49.4% |
| 1Y | -54.6% | -2.2% | -52.4% | -55.2% |
| 3Y | -58.5% | +106.0% | -164.5% | -72.5% |
| 5Y | -66.4% | +97.7% | -164.1% | -77.1% |
| All | +308.1% | +564.6% | -256.5% | +24.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling