+270.7%
HL vs NCLH
-42.0%
+312.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.1% | -3.6% |
| 7D | -5.6% | -6.5% | +0.9% | -4.4% |
| 30D | +12.7% | -22.1% | +34.8% | +18.1% |
| 3M | +42.5% | -18.7% | +61.2% | +47.4% |
| 6M | -9.0% | -28.4% | +19.4% | -3.8% |
| YTD | +4.4% | -34.7% | +39.1% | +11.1% |
| 1Y | +82.7% | -42.7% | +125.4% | +98.5% |
| 3Y | +406.3% | -10.6% | +416.9% | +381.3% |
| 5Y | +238.2% | -40.7% | +278.9% | +227.3% |
| 10Y | +268.9% | -57.8% | +326.6% | +201.3% |
| All | +270.7% | -42.0% | +312.6% | +177.4% |
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