+256.9%
HL vs WYNN
+1.1%
+255.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -4.4% | -4.2% | -0.2% | -3.2% |
| 30D | +9.3% | -14.6% | +23.9% | +14.0% |
| 3M | +32.0% | -18.4% | +50.4% | +39.1% |
| 6M | -6.4% | -11.9% | +5.5% | -3.8% |
| YTD | +3.1% | -26.6% | +29.7% | +11.5% |
| 1Y | +77.6% | -28.5% | +106.1% | +92.2% |
| 3Y | +392.8% | -5.1% | +397.9% | +379.8% |
| 5Y | +234.1% | -10.5% | +244.6% | +215.2% |
| All | +256.9% | +1.1% | +255.8% | +180.2% |
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