-75.3%
HTZ vs WYNN
-31.1%
-44.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.1% | -4.3% |
| 7D | -8.5% | +2.3% | -10.9% | -10.4% |
| 30D | -18.9% | +15.4% | -34.3% | -26.8% |
| 3M | -36.0% | -16.7% | -19.3% | -26.4% |
| 6M | -74.6% | -11.1% | -63.4% | -71.7% |
| YTD | -70.8% | -28.8% | -42.0% | -63.7% |
| 1Y | -75.3% | -30.2% | -45.1% | -69.5% |
| All | -75.3% | -31.1% | -44.2% | -69.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling