+248.1%
HD vs NCLH
-53.1%
+301.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.2% | -0.3% |
| 7D | -0.5% | +1.7% | -2.2% | -0.7% |
| 30D | +18.5% | +17.9% | +0.6% | +15.6% |
| 3M | +2.2% | -4.5% | +6.7% | +2.6% |
| 6M | +13.8% | +12.9% | +1.0% | +11.4% |
| YTD | +3.4% | -19.1% | +22.5% | +5.2% |
| 1Y | -3.5% | -4.6% | +1.1% | -4.2% |
| 3Y | +29.0% | +37.0% | -8.0% | +18.1% |
| 5Y | +6.1% | -29.5% | +35.6% | +1.3% |
| All | +248.1% | -53.1% | +301.2% | +203.8% |
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