+403.8%
HUT vs WYNN
-44.0%
+447.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.0% | -3.5% | -4.7% |
| 7D | +2.8% | -3.4% | +6.3% | +4.5% |
| 30D | +2.1% | -15.4% | +17.5% | +9.7% |
| 3M | -14.3% | -15.8% | +1.5% | -7.7% |
| 6M | +84.2% | -13.5% | +97.7% | +96.9% |
| YTD | +97.2% | -26.0% | +123.2% | +125.1% |
| 1Y | +192.7% | -27.4% | +220.1% | +235.0% |
| 3Y | +712.6% | -3.7% | +716.3% | +714.0% |
| 5Y | +85.5% | -9.8% | +95.2% | +83.7% |
| All | +403.8% | -44.0% | +447.8% | +327.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling