+161.6%
HALO vs WYNN
-11.0%
+172.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | -2.7% | -4.2% | +1.5% | -1.9% |
| 30D | +5.3% | -14.6% | +19.9% | +8.4% |
| 3M | +51.6% | -18.4% | +70.0% | +57.2% |
| 6M | +61.3% | -11.9% | +73.2% | +64.7% |
| YTD | +59.3% | -26.6% | +85.9% | +67.8% |
| 1Y | +38.3% | -28.5% | +66.8% | +45.9% |
| 3Y | +185.9% | -5.1% | +191.0% | +178.8% |
| All | +161.6% | -11.0% | +172.6% | +144.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling