+588.2%
HBM vs WYNN
+1.1%
+587.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | -3.3% | -4.2% | +0.9% | -1.3% |
| 30D | -4.8% | -14.6% | +9.8% | +2.3% |
| 3M | -0.4% | -18.4% | +18.0% | +8.7% |
| 6M | +17.9% | -11.9% | +29.8% | +24.1% |
| YTD | +33.7% | -26.6% | +60.3% | +51.9% |
| 1Y | +95.6% | -28.5% | +124.1% | +122.0% |
| 3Y | +458.1% | -5.1% | +463.2% | +437.8% |
| 5Y | +329.0% | -10.5% | +339.5% | +303.0% |
| All | +588.2% | +1.1% | +587.1% | +480.5% |
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