+873.7%
HUM vs LYV
+1,446.8%
-573.2%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.2% | +2.3% |
| 7D | +2.1% | -1.9% | +4.0% | +2.4% |
| 30D | +5.4% | -8.2% | +13.6% | +7.1% |
| 3M | +11.4% | -1.3% | +12.7% | +11.6% |
| 6M | +141.5% | +2.6% | +138.9% | +139.3% |
| YTD | +61.2% | +19.4% | +41.8% | +54.8% |
| 1Y | +49.2% | -2.2% | +51.4% | +48.8% |
| 3Y | -9.0% | +106.0% | -115.1% | -22.8% |
| 5Y | +7.2% | +97.7% | -90.5% | -11.3% |
| 10Y | +152.7% | +560.5% | -407.8% | +51.6% |
| All | +873.7% | +1,446.8% | -573.2% | +424.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling