+159.4%
HUBB vs WYNN
-11.0%
+170.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.9% |
| 7D | -0.1% | -4.2% | +4.1% | +0.9% |
| 30D | -10.0% | -14.6% | +4.7% | -6.8% |
| 3M | -1.6% | -18.4% | +16.8% | +2.7% |
| 6M | -3.1% | -11.9% | +8.8% | -0.8% |
| YTD | +4.6% | -26.6% | +31.2% | +11.1% |
| 1Y | +3.3% | -28.5% | +31.9% | +10.0% |
| 3Y | +46.6% | -5.1% | +51.7% | +43.1% |
| All | +159.4% | -11.0% | +170.3% | +141.5% |
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