+155.3%
HBAN vs WYNN
+1.1%
+154.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | -1.0% | -4.2% | +3.2% | +0.4% |
| 30D | -5.6% | -14.6% | +9.0% | -0.4% |
| 3M | -1.1% | -18.4% | +17.3% | +5.6% |
| 6M | +9.9% | -11.9% | +21.8% | +14.0% |
| YTD | -0.9% | -26.6% | +25.6% | +9.2% |
| 1Y | -1.4% | -28.5% | +27.1% | +8.8% |
| 3Y | +78.2% | -5.1% | +83.3% | +72.8% |
| 5Y | +37.0% | -10.5% | +47.5% | +28.2% |
| All | +155.3% | +1.1% | +154.1% | +117.4% |
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