+96.8%
LYV vs HTZ
-87.1%
+183.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +5.0% | +0.2% |
| 7D | -5.3% | -10.4% | +5.0% | -4.4% |
| 30D | -7.9% | -2.4% | -5.6% | -8.2% |
| 3M | +4.5% | -60.9% | +65.4% | +12.2% |
| 6M | +2.5% | -50.2% | +52.8% | +6.1% |
| YTD | +19.3% | -59.7% | +79.0% | +26.1% |
| 1Y | -0.2% | -66.0% | +65.8% | +6.1% |
| 3Y | +110.0% | -87.1% | +197.1% | +162.0% |
| 5Y | +96.8% | -86.9% | +183.7% | +160.0% |
| All | +96.8% | -87.1% | +183.9% | +160.0% |
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 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