+151.7%
HYG vs LYV
+687.4%
-535.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | -0.7% | -1.9% | +1.2% | -0.5% |
| 30D | -0.7% | -8.2% | +7.5% | +0.1% |
| 3M | -0.2% | -1.3% | +1.1% | -0.2% |
| 6M | +1.4% | +2.6% | -1.2% | +1.0% |
| YTD | +1.5% | +19.4% | -18.0% | -0.6% |
| 1Y | +2.9% | -2.2% | +5.1% | +2.6% |
| 3Y | +25.6% | +106.0% | -80.4% | +15.6% |
| 5Y | +18.6% | +97.7% | -79.1% | +8.0% |
| 10Y | +55.7% | +560.5% | -504.8% | +21.6% |
| All | +151.7% | +687.4% | -535.6% | +71.8% |
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