+403.8%
HUT vs LYV
+286.1%
+117.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.6% | -5.6% |
| 7D | +2.8% | -4.2% | +7.0% | +5.3% |
| 30D | +2.1% | -7.2% | +9.3% | +6.5% |
| 3M | -14.3% | +1.5% | -15.8% | -16.3% |
| 6M | +84.2% | +2.7% | +81.5% | +80.5% |
| YTD | +97.2% | +19.4% | +77.9% | +76.9% |
| 1Y | +192.7% | -0.5% | +193.2% | +190.7% |
| 3Y | +712.6% | +110.1% | +602.4% | +433.7% |
| 5Y | +85.5% | +97.6% | -12.1% | +34.9% |
| All | +403.8% | +286.1% | +117.6% | +211.3% |
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 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