+49.2%
HUM vs LYV
-0.4%
+49.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.2% | +2.3% |
| 7D | +2.1% | -1.9% | +4.0% | +2.5% |
| 30D | +5.4% | -8.2% | +13.6% | +7.5% |
| 3M | +11.4% | -1.3% | +12.7% | +11.4% |
| 6M | +141.5% | +2.6% | +138.9% | +138.7% |
| YTD | +61.2% | +19.4% | +41.8% | +51.4% |
| 1Y | +49.2% | -2.2% | +51.4% | +48.3% |
| All | +49.2% | -0.4% | +49.6% | +48.3% |
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