+821.5%
HUT vs WYNN
-5.1%
+826.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.8% | +9.6% | +9.4% |
| 7D | +5.4% | -4.2% | +9.6% | +8.5% |
| 30D | +8.6% | -14.6% | +23.2% | +20.4% |
| 3M | -15.2% | -18.4% | +3.2% | -3.5% |
| 6M | +92.9% | -11.9% | +104.8% | +110.3% |
| YTD | +114.6% | -26.6% | +141.2% | +160.7% |
| 1Y | +208.5% | -28.5% | +237.0% | +276.1% |
| 3Y | +821.5% | -5.1% | +826.6% | +763.4% |
| All | +821.5% | -5.1% | +826.6% | +763.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling