+228.7%
HL vs NCLH
-40.4%
+269.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.5% |
| 7D | -4.4% | -4.8% | +0.5% | -3.4% |
| 30D | +9.3% | -21.7% | +31.0% | +14.4% |
| 3M | +32.0% | -22.2% | +54.2% | +37.7% |
| 6M | -6.4% | -27.5% | +21.1% | -1.4% |
| YTD | +3.1% | -33.6% | +36.7% | +9.3% |
| 1Y | +77.6% | -45.0% | +122.6% | +94.3% |
| 3Y | +392.8% | -11.0% | +403.9% | +362.1% |
| All | +228.7% | -40.4% | +269.1% | +215.2% |
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 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