-66.4%
HUBS vs LYV
+93.4%
-159.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -9.0% | -1.9% | -7.1% | -7.9% |
| 30D | +7.2% | -8.2% | +15.4% | +12.7% |
| 3M | +20.9% | -1.3% | +22.1% | +21.8% |
| 6M | -13.0% | +2.6% | -15.6% | -15.3% |
| YTD | -43.8% | +19.4% | -63.3% | -50.6% |
| 1Y | -54.6% | -2.2% | -52.4% | -55.1% |
| 3Y | -58.5% | +106.0% | -164.5% | -76.0% |
| All | -66.4% | +93.4% | -159.7% | -77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling