+25.0%
HL vs NCLH
-8.8%
+33.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +6.8% | +6.4% | +11.6% |
| 7D | +0.2% | +15.8% | -15.6% | -3.1% |
| 30D | -12.1% | +25.1% | -37.2% | -16.4% |
| 3M | -2.8% | -7.3% | +4.5% | -1.8% |
| 6M | -14.9% | +8.1% | -23.1% | -18.3% |
| YTD | -22.0% | -16.7% | -5.4% | -22.5% |
| 1Y | +25.0% | -1.0% | +26.0% | +16.1% |
| All | +25.0% | -8.8% | +33.8% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling