+458.3%
HST vs WYNN
+1,203.4%
-745.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | +0.8% |
| 7D | -0.3% | -1.4% | +1.1% | +0.3% |
| 30D | -2.8% | -11.8% | +9.0% | +2.6% |
| 3M | -6.5% | -15.8% | +9.3% | +0.5% |
| 6M | +20.7% | -10.7% | +31.4% | +25.8% |
| YTD | +30.5% | -24.5% | +54.9% | +46.0% |
| 1Y | +36.8% | -25.0% | +61.8% | +51.9% |
| 3Y | +65.9% | -1.8% | +67.6% | +56.6% |
| 5Y | +73.9% | -10.0% | +83.9% | +57.7% |
| 10Y | +107.0% | +3.2% | +103.9% | +44.1% |
| All | +458.3% | +1,203.4% | -745.2% | +53.5% |
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