-94.3%
HTZ vs WYNN
-8.7%
-85.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.8% | -3.3% | -4.7% |
| 7D | -14.0% | +4.7% | -18.6% | -16.4% |
| 30D | -19.8% | +9.7% | -29.5% | -23.5% |
| 3M | -45.0% | -19.2% | -25.8% | -38.9% |
| 6M | -73.2% | -14.2% | -59.0% | -71.0% |
| YTD | -70.0% | -30.5% | -39.5% | -64.0% |
| 1Y | -75.7% | -33.0% | -42.7% | -70.4% |
| 3Y | -82.1% | +0.1% | -82.2% | -82.6% |
| 5Y | -94.3% | -8.4% | -85.9% | -94.3% |
| All | -94.3% | -8.7% | -85.6% | -94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling