+629.6%
HAL vs WYNN
+1,203.4%
-573.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.6% |
| 7D | -1.3% | -1.4% | +0.1% | -0.9% |
| 30D | +10.9% | -11.8% | +22.6% | +15.6% |
| 3M | -5.8% | -15.8% | +10.0% | -0.6% |
| 6M | +8.1% | -10.7% | +18.8% | +10.9% |
| YTD | +33.2% | -24.5% | +57.7% | +44.1% |
| 1Y | +74.2% | -25.0% | +99.2% | +87.3% |
| 3Y | -3.7% | -1.8% | -1.9% | -8.3% |
| 5Y | +111.9% | -10.0% | +121.9% | +95.0% |
| 10Y | +7.4% | +3.2% | +4.2% | -10.4% |
| All | +629.6% | +1,203.4% | -573.8% | +203.4% |
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