+104.6%
HUT vs WYNN
-11.0%
+115.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.8% | +9.6% | +9.4% |
| 7D | +5.4% | -4.2% | +9.6% | +8.9% |
| 30D | +8.6% | -14.6% | +23.2% | +22.0% |
| 3M | -15.2% | -18.4% | +3.2% | -1.9% |
| 6M | +92.9% | -11.9% | +104.8% | +112.3% |
| YTD | +114.6% | -26.6% | +141.2% | +168.7% |
| 1Y | +208.5% | -28.5% | +237.0% | +288.2% |
| 3Y | +821.5% | -5.1% | +826.6% | +782.1% |
| All | +104.6% | -11.0% | +115.6% | +91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling