-94.4%
HTZ vs WYNN
-26.7%
-67.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.7% | -8.7% | -8.3% |
| 7D | -27.5% | +12.4% | -39.9% | -31.5% |
| 30D | -21.9% | +16.2% | -38.0% | -27.5% |
| 3M | -29.2% | -14.6% | -14.6% | -23.6% |
| 6M | -75.2% | -14.3% | -60.9% | -73.2% |
| YTD | -70.8% | -26.9% | -43.9% | -65.9% |
| 1Y | -76.1% | -31.6% | -44.5% | -71.3% |
| 3Y | -82.5% | +5.3% | -87.8% | -83.4% |
| 5Y | -94.1% | -1.7% | -92.4% | -94.5% |
| All | -94.4% | -26.7% | -67.7% | -94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling