+4,720.1%
LYV vs HBM
+589.9%
+4,130.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -1.9% | -3.3% | +1.4% | -1.4% |
| 30D | -8.2% | -4.8% | -3.4% | -7.6% |
| 3M | -1.3% | -0.4% | -0.8% | -2.4% |
| 6M | +2.6% | +17.9% | -15.3% | -3.2% |
| YTD | +19.4% | +33.7% | -14.3% | +8.8% |
| 1Y | -2.2% | +95.6% | -97.8% | -18.6% |
| 3Y | +106.0% | +458.1% | -352.1% | +31.2% |
| 5Y | +97.7% | +329.0% | -231.3% | +25.7% |
| 10Y | +560.5% | +588.2% | -27.7% | +214.0% |
| All | +4,720.1% | +589.9% | +4,130.3% | +1,642.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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