+5.9%
LYV vs HTZ
-73.5%
+79.5%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.9% |
| 7D | +1.8% | -8.5% | +10.4% | +1.8% |
| 30D | +5.7% | -18.9% | +24.6% | +5.9% |
| 3M | -4.1% | -36.0% | +31.9% | -4.5% |
| 6M | +5.9% | -74.6% | +80.5% | +5.4% |
| All | +5.9% | -73.5% | +79.5% | +5.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling