+377.4%
HIG vs WYNN
+1,166.9%
-789.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -1.5% | -4.2% | +2.7% | 0.0% |
| 30D | -0.4% | -14.6% | +14.3% | +5.3% |
| 3M | +6.7% | -18.4% | +25.1% | +14.2% |
| 6M | +2.0% | -11.9% | +13.9% | +5.7% |
| YTD | +0.3% | -26.6% | +26.9% | +10.2% |
| 1Y | +4.2% | -28.5% | +32.7% | +14.5% |
| 3Y | +102.2% | -5.1% | +107.3% | +90.6% |
| 5Y | +118.5% | -10.5% | +129.0% | +93.2% |
| 10Y | +311.1% | +0.3% | +310.9% | +179.7% |
| All | +377.4% | +1,166.9% | -789.5% | +25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling