-91.5%
HTZ vs WYNN
-23.2%
-68.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +7.5% | -3.9% | +11.4% | +9.4% |
| 30D | +47.4% | -9.3% | +56.7% | +54.8% |
| 3M | -54.9% | -11.4% | -43.5% | -51.8% |
| 6M | -47.0% | -11.0% | -36.0% | -43.6% |
| YTD | -55.3% | -23.4% | -31.9% | -48.9% |
| 1Y | -57.6% | -24.8% | -32.8% | -52.0% |
| 3Y | -86.6% | -7.1% | -79.5% | -86.6% |
| 5Y | -86.1% | -5.4% | -80.7% | -87.0% |
| All | -91.5% | -23.2% | -68.3% | -91.6% |
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