+308.1%
HUBS vs WYNN
+1.1%
+307.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | -9.0% | -4.2% | -4.8% | -7.6% |
| 30D | +7.2% | -14.6% | +21.9% | +13.0% |
| 3M | +20.9% | -18.4% | +39.3% | +29.3% |
| 6M | -13.0% | -11.9% | -1.1% | -9.4% |
| YTD | -43.8% | -26.6% | -17.3% | -37.8% |
| 1Y | -54.6% | -28.5% | -26.1% | -49.6% |
| 3Y | -58.5% | -5.1% | -53.3% | -59.5% |
| 5Y | -66.4% | -10.5% | -55.9% | -68.2% |
| All | +308.1% | +1.1% | +307.0% | +221.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling