+80.0%
HALO vs WYNN
-34.2%
+114.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.7% | -1.9% | -5.0% |
| 7D | -6.3% | +6.9% | -13.2% | -7.2% |
| 30D | +12.1% | +3.5% | +8.5% | +11.4% |
| 3M | +47.1% | -21.4% | +68.5% | +54.5% |
| 6M | +86.7% | -25.0% | +111.6% | +97.9% |
| YTD | +82.7% | -33.6% | +116.3% | +94.9% |
| 1Y | +80.0% | -36.0% | +116.1% | +92.6% |
| All | +80.0% | -34.2% | +114.2% | +92.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling