+155.3%
HBAN vs NCLH
-56.9%
+212.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.3% |
| 7D | -1.0% | -4.8% | +3.8% | +0.4% |
| 30D | -5.6% | -21.7% | +16.1% | +1.0% |
| 3M | -1.1% | -22.2% | +21.1% | +5.3% |
| 6M | +9.9% | -27.5% | +37.4% | +18.3% |
| YTD | -0.9% | -33.6% | +32.7% | +7.9% |
| 1Y | -1.4% | -45.0% | +43.6% | +12.6% |
| 3Y | +78.2% | -11.0% | +89.3% | +68.6% |
| 5Y | +37.0% | -39.7% | +76.7% | +32.4% |
| All | +155.3% | -56.9% | +212.2% | +139.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling