-48.6%
HUBS vs WYNN
-32.4%
-16.3%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.2% | +5.2% | +3.7% |
| 7D | -6.4% | +3.6% | -10.0% | -7.6% |
| 30D | -9.2% | +13.9% | -23.1% | -13.6% |
| 3M | -8.0% | -18.3% | +10.3% | +0.4% |
| 6M | +6.0% | -13.6% | +19.7% | +12.9% |
| YTD | -49.4% | -28.5% | -20.9% | -43.6% |
| 1Y | -48.6% | -31.6% | -17.0% | -42.3% |
| All | -48.6% | -32.4% | -16.3% | -42.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling