-33.7%
HDB vs WYNN
-11.0%
-22.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.8% | +7.7% | +7.0% |
| 7D | +0.7% | -4.2% | +4.9% | +1.4% |
| 30D | +1.0% | -14.6% | +15.6% | +3.6% |
| 3M | -2.0% | -18.4% | +16.4% | +1.2% |
| 6M | -18.1% | -11.9% | -6.2% | -16.5% |
| YTD | -36.1% | -26.6% | -9.5% | -33.1% |
| 1Y | -34.0% | -28.5% | -5.5% | -31.0% |
| 3Y | -26.7% | -5.1% | -21.6% | -28.4% |
| All | -33.7% | -11.0% | -22.7% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling