+105.8%
LYV vs HTZ
-87.2%
+193.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +5.0% | 0.0% |
| 7D | -5.3% | -10.4% | +5.0% | -4.9% |
| 30D | -7.9% | -2.4% | -5.6% | -8.0% |
| 3M | +4.5% | -60.9% | +65.4% | +8.2% |
| 6M | +2.5% | -50.2% | +52.8% | +4.5% |
| YTD | +19.3% | -59.7% | +79.0% | +22.7% |
| 1Y | -0.2% | -66.0% | +65.8% | +3.0% |
| All | +105.8% | -87.2% | +193.0% | +141.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling