+448.2%
HUT vs WYNN
-44.5%
+492.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.8% | +9.6% | +9.2% |
| 7D | +5.4% | -4.2% | +9.6% | +7.5% |
| 30D | +8.6% | -14.6% | +23.2% | +16.3% |
| 3M | -15.2% | -18.4% | +3.2% | -7.6% |
| 6M | +92.9% | -11.9% | +104.8% | +104.6% |
| YTD | +114.6% | -26.6% | +141.2% | +145.7% |
| 1Y | +208.5% | -28.5% | +237.0% | +255.4% |
| 3Y | +821.5% | -5.1% | +826.6% | +828.6% |
| 5Y | +101.8% | -10.5% | +112.3% | +100.6% |
| All | +448.2% | -44.5% | +492.7% | +366.3% |
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 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