+21.5%
LYV vs HAS
+66.3%
-44.8%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.7% | +1.9% |
| 7D | +6.2% | +2.4% | +3.7% | +5.8% |
| 30D | +7.3% | +31.6% | -24.3% | +2.9% |
| 3M | -0.3% | +33.9% | -34.1% | -4.6% |
| 6M | +16.2% | +31.4% | -15.2% | +11.7% |
| YTD | +28.5% | +51.6% | -23.1% | +18.2% |
| 1Y | +21.5% | +65.2% | -43.7% | +5.8% |
| All | +21.5% | +66.3% | -44.8% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 1y: compounded portfolio wealth divided by compounded HAS 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…
1y analysis · Full analysis span regression · 6 months rolling