+90.9%
LYV vs HSY
+12.0%
+79.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | -8.2% | -5.2% | -3.0% | -7.9% |
| 3M | -1.3% | -3.4% | +2.1% | -1.1% |
| 6M | +2.6% | -19.2% | +21.8% | +3.5% |
| YTD | +19.4% | -2.6% | +22.0% | +19.4% |
| 1Y | -2.2% | -3.8% | +1.5% | -2.1% |
| 3Y | +106.0% | -10.6% | +116.7% | +108.1% |
| All | +90.9% | +12.0% | +79.0% | +88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling