+11.9%
HAL vs NCLH
-28.0%
+40.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +0.7% |
| 7D | +2.6% | +1.7% | +0.9% | +2.1% |
| 30D | -0.1% | +17.9% | -18.0% | -5.7% |
| 3M | -1.1% | -4.5% | +3.4% | -1.0% |
| 6M | -20.7% | +12.9% | -33.6% | -26.2% |
| YTD | +17.5% | -19.1% | +36.6% | +17.7% |
| 1Y | +24.1% | -4.6% | +28.8% | +17.2% |
| 3Y | -8.4% | +37.0% | -45.4% | -29.7% |
| 5Y | +53.2% | -29.5% | +82.8% | +30.7% |
| 10Y | -17.2% | -53.0% | +35.8% | -38.9% |
| All | +11.9% | -28.0% | +40.0% | -24.0% |
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