+1,581.2%
HWM vs WYNN
+5.3%
+1,575.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.6% | +1.2% |
| 7D | -8.0% | -1.4% | -6.6% | -7.6% |
| 30D | -18.0% | -11.8% | -6.3% | -14.3% |
| 3M | -9.5% | -15.8% | +6.3% | -4.1% |
| 6M | -8.4% | -10.7% | +2.3% | -5.1% |
| YTD | +13.6% | -24.5% | +38.1% | +24.1% |
| 1Y | +30.2% | -25.0% | +55.3% | +41.4% |
| 3Y | +392.2% | -1.8% | +394.0% | +363.3% |
| 5Y | +645.2% | -10.0% | +655.2% | +581.7% |
| All | +1,581.2% | +5.3% | +1,575.9% | +1,267.4% |
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 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