+30.6%
HUM vs LYV
+6.6%
+23.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.7% |
| 7D | +4.2% | -4.5% | +8.6% | +5.3% |
| 30D | +10.4% | -5.5% | +15.8% | +11.8% |
| 3M | +15.1% | +7.8% | +7.3% | +12.7% |
| 6M | +120.9% | +9.4% | +111.6% | +114.2% |
| YTD | +57.9% | +21.8% | +36.2% | +47.9% |
| 1Y | +30.6% | +6.5% | +24.1% | +26.0% |
| All | +30.6% | +6.6% | +23.9% | +26.0% |
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