+640.1%
HD vs NCLH
-25.0%
+665.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.2% |
| 7D | -1.2% | +1.2% | -2.3% | -1.3% |
| 30D | +20.9% | +22.6% | -1.7% | +17.1% |
| 3M | -0.2% | +0.6% | -0.8% | -0.5% |
| 6M | +14.5% | +13.5% | +1.0% | +11.8% |
| YTD | +4.3% | -15.7% | +20.0% | +5.5% |
| 1Y | -3.5% | 0.0% | -3.5% | -4.9% |
| 3Y | +30.1% | +42.8% | -12.7% | +17.9% |
| 5Y | +8.5% | -28.4% | +36.9% | +3.1% |
| 10Y | +245.3% | -51.0% | +296.3% | +193.4% |
| All | +640.1% | -25.0% | +665.1% | +511.6% |
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