+60.5%
HAS vs WYNN
+1.1%
+59.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.8% |
| 7D | -1.1% | -4.2% | +3.1% | +0.1% |
| 30D | -2.8% | -14.6% | +11.8% | +1.4% |
| 3M | +10.1% | -18.4% | +28.5% | +16.1% |
| 6M | -1.4% | -11.9% | +10.5% | +1.6% |
| YTD | +14.2% | -26.6% | +40.8% | +23.4% |
| 1Y | +18.2% | -28.5% | +46.7% | +27.9% |
| 3Y | +48.6% | -5.1% | +53.7% | +45.5% |
| 5Y | +14.2% | -10.5% | +24.7% | +7.9% |
| All | +60.5% | +1.1% | +59.3% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 10y: compounded portfolio wealth divided by compounded WYNN 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…
10y analysis · Full analysis span regression · 6 months rolling