-81.8%
HTZ vs WYNN
-7.9%
-73.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +4.8% | -13.2% | -11.3% |
| 7D | -14.6% | +11.3% | -25.9% | -19.6% |
| 30D | -20.8% | +10.9% | -31.6% | -25.4% |
| 3M | -18.8% | -17.9% | -0.9% | -8.5% |
| 6M | -74.7% | -22.3% | -52.3% | -70.5% |
| YTD | -68.1% | -30.4% | -37.7% | -60.4% |
| 1Y | -73.5% | -31.5% | -41.9% | -67.0% |
| 3Y | -81.8% | -9.9% | -71.9% | -81.8% |
| All | -81.8% | -7.9% | -73.9% | -81.8% |
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