+187.4%
HIMS vs NCLH
-71.9%
+259.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.8% | +1.9% |
| 7D | -0.9% | -0.3% | -0.7% | -0.9% |
| 30D | -10.8% | -20.1% | +9.2% | -6.3% |
| 3M | +3.7% | -17.0% | +20.7% | +7.5% |
| 6M | +79.0% | -23.2% | +102.2% | +89.0% |
| YTD | -13.2% | -31.0% | +17.8% | -7.3% |
| 1Y | -43.3% | -37.3% | -6.0% | -38.4% |
| 3Y | +331.4% | -5.6% | +337.0% | +333.7% |
| 5Y | +230.2% | -37.0% | +267.2% | +233.1% |
| All | +187.4% | -71.9% | +259.4% | +191.5% |
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 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