+126.5%
HSY vs WYNN
+1.1%
+125.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | +0.1% | -4.2% | +4.3% | +0.4% |
| 30D | -5.2% | -14.6% | +9.4% | -4.3% |
| 3M | -3.4% | -18.4% | +15.0% | -2.2% |
| 6M | -19.2% | -11.9% | -7.3% | -18.7% |
| YTD | -2.6% | -26.6% | +24.0% | -1.0% |
| 1Y | -3.8% | -28.5% | +24.8% | -2.2% |
| 3Y | -10.6% | -5.1% | -5.5% | -11.4% |
| 5Y | +12.3% | -10.5% | +22.8% | +10.3% |
| All | +126.5% | +1.1% | +125.4% | +104.0% |
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