+26.7%
HAL vs NCLH
-38.0%
+64.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +2.9% | -6.5% | +9.4% | +5.0% |
| 30D | +17.0% | -23.3% | +40.3% | +26.4% |
| 3M | -9.7% | -18.6% | +9.0% | -5.5% |
| 6M | +8.6% | -26.2% | +34.9% | +14.9% |
| YTD | +33.0% | -30.2% | +63.2% | +40.7% |
| 1Y | +68.3% | -39.2% | +107.5% | +84.3% |
| 3Y | +0.1% | -5.1% | +5.2% | -13.3% |
| 5Y | +102.6% | -36.8% | +139.4% | +79.0% |
| 10Y | +3.8% | -56.3% | +60.1% | -20.7% |
| All | +26.7% | -38.0% | +64.6% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH 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 NCLH 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