+622.3%
HWM vs LYV
+93.4%
+529.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -11.4% | -1.9% | -9.5% | -10.7% |
| 30D | -18.5% | -8.2% | -10.3% | -15.8% |
| 3M | -13.2% | -1.3% | -11.9% | -13.2% |
| 6M | -8.7% | +2.6% | -11.3% | -10.4% |
| YTD | +12.2% | +19.4% | -7.2% | +3.3% |
| 1Y | +24.9% | -2.2% | +27.2% | +24.0% |
| 3Y | +383.9% | +106.0% | +277.9% | +248.7% |
| All | +622.3% | +93.4% | +529.0% | +413.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling