-54.6%
HUBS vs LYV
-0.4%
-54.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -9.0% | -1.9% | -7.1% | -8.6% |
| 30D | +7.2% | -8.2% | +15.4% | +9.3% |
| 3M | +20.9% | -1.3% | +22.1% | +21.6% |
| 6M | -13.0% | +2.6% | -15.6% | -13.1% |
| YTD | -43.8% | +19.4% | -63.3% | -45.1% |
| 1Y | -54.6% | -2.2% | -52.4% | -54.5% |
| All | -54.6% | -0.4% | -54.2% | -54.5% |
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