+66.5%
HST vs WYNN
-5.1%
+71.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +0.9% | -4.2% | +5.1% | +2.3% |
| 30D | -2.5% | -14.6% | +12.2% | +2.7% |
| 3M | -5.1% | -18.4% | +13.3% | +1.1% |
| 6M | +21.6% | -11.9% | +33.5% | +25.9% |
| YTD | +31.6% | -26.6% | +58.2% | +44.6% |
| 1Y | +36.1% | -28.5% | +64.7% | +49.8% |
| 3Y | +66.5% | -5.1% | +71.6% | +54.3% |
| All | +66.5% | -5.1% | +71.5% | +54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling