+576.3%
HD vs NCLH
-38.0%
+614.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.1% | +1.0% |
| 7D | -2.1% | -6.5% | +4.4% | -1.1% |
| 30D | -8.4% | -23.3% | +14.9% | -4.8% |
| 3M | +4.3% | -18.6% | +23.0% | +7.3% |
| 6M | -11.1% | -26.2% | +15.1% | -7.6% |
| YTD | -4.7% | -30.2% | +25.6% | -0.6% |
| 1Y | -19.8% | -39.2% | +19.3% | -15.1% |
| 3Y | +4.1% | -5.1% | +9.2% | 0.0% |
| 5Y | +10.3% | -36.8% | +47.1% | +6.8% |
| 10Y | +203.2% | -56.3% | +259.4% | +160.6% |
| All | +576.3% | -38.0% | +614.3% | +476.0% |
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