-0.5%
LYV vs HTZ
-66.5%
+66.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.1% |
| 7D | -4.2% | -9.7% | +5.5% | -4.1% |
| 30D | -7.2% | -16.3% | +9.1% | -7.1% |
| 3M | +1.5% | -58.8% | +60.4% | +3.3% |
| 6M | +2.7% | -48.9% | +51.6% | +4.8% |
| YTD | +19.4% | -60.1% | +79.5% | +21.7% |
| 1Y | -0.5% | -65.0% | +64.5% | 0.0% |
| All | -0.5% | -66.5% | +66.0% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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