+3.1%
HD vs NCLH
-6.4%
+9.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.1% |
| 7D | -1.2% | -0.3% | -0.9% | -1.1% |
| 30D | -11.1% | -20.1% | +8.9% | -7.6% |
| 3M | +2.0% | -17.0% | +19.1% | +5.2% |
| 6M | -10.5% | -23.2% | +12.8% | -6.9% |
| YTD | -6.9% | -31.0% | +24.2% | -2.1% |
| 1Y | -23.2% | -37.3% | +14.1% | -18.5% |
| 3Y | +3.1% | -5.6% | +8.7% | -4.9% |
| All | +3.1% | -6.4% | +9.5% | -4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling