+821.5%
HUT vs LYV
+109.4%
+712.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | 0.0% | +8.8% | +8.8% |
| 7D | +5.4% | -1.9% | +7.3% | +7.0% |
| 30D | +8.6% | -8.2% | +16.8% | +16.2% |
| 3M | -15.2% | -1.3% | -14.0% | -16.7% |
| 6M | +92.9% | +2.6% | +90.3% | +84.8% |
| YTD | +114.6% | +19.4% | +95.2% | +80.8% |
| 1Y | +208.5% | -2.2% | +210.8% | +205.5% |
| 3Y | +821.5% | +106.0% | +715.5% | +465.2% |
| All | +821.5% | +109.4% | +712.1% | +465.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling