+215.0%
HIMS vs NCLH
-42.0%
+257.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.2% | -0.8% |
| 7D | -1.4% | -6.5% | +5.2% | +1.7% |
| 30D | -10.1% | -22.1% | +12.0% | +0.5% |
| 3M | -1.2% | -18.7% | +17.5% | +6.7% |
| 6M | +16.9% | -28.4% | +45.3% | +33.2% |
| YTD | -15.5% | -34.7% | +19.2% | -2.3% |
| 1Y | -42.6% | -42.7% | +0.1% | -30.1% |
| 3Y | +320.2% | -10.6% | +330.8% | +305.5% |
| 5Y | +215.0% | -40.7% | +255.8% | +230.6% |
| All | +215.0% | -42.0% | +257.1% | +230.6% |
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 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