+575.2%
HLT vs WYNN
+1.1%
+574.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | -1.6% | -4.2% | +2.6% | -0.1% |
| 30D | -5.0% | -14.6% | +9.6% | +0.4% |
| 3M | -10.4% | -18.4% | +8.0% | -4.0% |
| 6M | +3.2% | -11.9% | +15.2% | +7.6% |
| YTD | +6.7% | -26.6% | +33.3% | +18.1% |
| 1Y | +10.3% | -28.5% | +38.8% | +22.2% |
| 3Y | +99.3% | -5.1% | +104.5% | +92.3% |
| 5Y | +143.7% | -10.5% | +154.2% | +127.0% |
| All | +575.2% | +1.1% | +574.1% | +441.7% |
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