+549.4%
LYV vs HSY
+128.6%
+420.8%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | -8.2% | -5.2% | -3.0% | -6.9% |
| 3M | -1.3% | -3.4% | +2.1% | -0.5% |
| 6M | +2.6% | -19.2% | +21.8% | +8.1% |
| YTD | +19.4% | -2.6% | +22.0% | +19.0% |
| 1Y | -2.2% | -3.8% | +1.5% | -2.6% |
| 3Y | +106.0% | -10.6% | +116.7% | +107.3% |
| 5Y | +97.7% | +12.3% | +85.4% | +75.3% |
| All | +549.4% | +128.6% | +420.8% | +367.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 10y: compounded portfolio wealth divided by compounded HSY 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…
10y analysis · Full analysis span regression · 6 months rolling