+53.9%
LYV vs HTZ
-94.4%
+148.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.7% |
| 7D | +1.8% | -8.5% | +10.4% | +2.6% |
| 30D | +5.7% | -18.9% | +24.6% | +7.3% |
| 3M | -4.1% | -36.0% | +31.9% | -0.7% |
| 6M | +5.9% | -74.6% | +80.5% | +17.8% |
| YTD | +25.2% | -70.8% | +96.0% | +35.5% |
| 1Y | +30.4% | -75.3% | +105.7% | +43.6% |
| 3Y | +103.6% | -81.6% | +185.2% | +117.7% |
| All | +53.9% | -94.4% | +148.4% | +122.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling