-82.5%
HTZ vs WYNN
+5.9%
-88.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.7% | -8.7% | -8.4% |
| 7D | -27.5% | +12.4% | -39.9% | -32.3% |
| 30D | -21.9% | +16.2% | -38.0% | -28.6% |
| 3M | -29.2% | -14.6% | -14.6% | -22.3% |
| 6M | -75.2% | -14.3% | -60.9% | -72.7% |
| YTD | -70.8% | -26.9% | -43.9% | -64.9% |
| 1Y | -76.1% | -31.6% | -44.5% | -70.3% |
| 3Y | -82.5% | +5.3% | -87.8% | -85.8% |
| All | -82.5% | +5.9% | -88.4% | -85.8% |
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