+973.2%
THC vs WYNN
+1.1%
+972.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | -0.5% | -4.2% | +3.7% | +1.3% |
| 30D | -1.2% | -14.6% | +13.5% | +5.8% |
| 3M | +52.3% | -18.4% | +70.7% | +65.8% |
| 6M | +12.4% | -11.9% | +24.3% | +17.7% |
| YTD | +32.7% | -26.6% | +59.3% | +49.2% |
| 1Y | +36.4% | -28.5% | +64.9% | +53.5% |
| 3Y | +259.3% | -5.1% | +264.4% | +236.5% |
| 5Y | +262.7% | -10.5% | +273.2% | +220.8% |
| All | +973.2% | +1.1% | +972.1% | +710.0% |
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 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