+180.7%
HIMS vs NCLH
-73.0%
+253.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.5% | -0.1% |
| 7D | -0.7% | -4.8% | +4.1% | +0.4% |
| 30D | -8.2% | -21.7% | +13.5% | -3.0% |
| 3M | -4.7% | -22.2% | +17.5% | +0.3% |
| 6M | +6.3% | -27.5% | +33.8% | +13.5% |
| YTD | -15.3% | -33.6% | +18.3% | -8.7% |
| 1Y | -46.9% | -45.0% | -1.9% | -40.5% |
| 3Y | +321.3% | -11.0% | +332.3% | +328.6% |
| 5Y | +215.8% | -39.7% | +255.6% | +221.4% |
| All | +180.7% | -73.0% | +253.7% | +187.2% |
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