+290.3%
HBAN vs NCLH
-40.8%
+331.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | +0.2% |
| 7D | -1.5% | -4.6% | +3.1% | -0.2% |
| 30D | -5.5% | -19.9% | +14.4% | +0.4% |
| 3M | -0.2% | -22.0% | +21.7% | +6.0% |
| 6M | +5.2% | -28.3% | +33.4% | +13.4% |
| YTD | -2.3% | -33.5% | +31.2% | +6.3% |
| 1Y | -2.2% | -41.5% | +39.3% | +9.5% |
| 3Y | +73.8% | -8.9% | +82.7% | +63.6% |
| 5Y | +35.2% | -40.5% | +75.7% | +31.3% |
| 10Y | +155.4% | -57.0% | +212.3% | +123.8% |
| All | +290.3% | -40.8% | +331.1% | +227.1% |
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