+1,581.2%
HWM vs LYV
+512.6%
+1,068.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.6% |
| 7D | -8.0% | -5.3% | -2.7% | -5.6% |
| 30D | -18.0% | -7.9% | -10.1% | -14.9% |
| 3M | -9.5% | +4.5% | -14.0% | -11.9% |
| 6M | -8.4% | +2.5% | -10.9% | -10.3% |
| YTD | +13.6% | +19.3% | -5.7% | +3.1% |
| 1Y | +30.2% | -0.2% | +30.4% | +27.4% |
| 3Y | +392.2% | +110.0% | +282.2% | +229.6% |
| 5Y | +645.2% | +96.8% | +548.4% | +386.8% |
| All | +1,581.2% | +512.6% | +1,068.6% | +538.8% |
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