+8.5%
HD vs NCLH
-29.7%
+38.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.2% |
| 7D | -1.2% | +1.2% | -2.3% | -1.4% |
| 30D | +20.9% | +22.6% | -1.7% | +16.7% |
| 3M | -0.2% | +0.6% | -0.8% | -0.6% |
| 6M | +14.5% | +13.5% | +1.0% | +11.5% |
| YTD | +4.3% | -15.7% | +20.0% | +5.5% |
| 1Y | -3.5% | 0.0% | -3.5% | -5.1% |
| 3Y | +30.1% | +42.8% | -12.7% | +16.7% |
| 5Y | +8.5% | -28.4% | +36.9% | +0.5% |
| All | +8.5% | -29.7% | +38.2% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling