+2,408.1%
HUBB vs WYNN
+1,166.9%
+1,241.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.0% |
| 7D | -0.1% | -4.2% | +4.1% | +0.9% |
| 30D | -10.0% | -14.6% | +4.7% | -6.7% |
| 3M | -1.6% | -18.4% | +16.8% | +2.9% |
| 6M | -3.1% | -11.9% | +8.8% | -0.6% |
| YTD | +4.6% | -26.6% | +31.2% | +11.5% |
| 1Y | +3.3% | -28.5% | +31.9% | +10.4% |
| 3Y | +46.6% | -5.1% | +51.7% | +44.1% |
| 5Y | +158.7% | -10.5% | +169.2% | +145.9% |
| 10Y | +443.5% | +0.3% | +443.2% | +352.2% |
| All | +2,408.1% | +1,166.9% | +1,241.2% | +1,206.6% |
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