+634.9%
HLT vs NCLH
-55.3%
+690.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.5% |
| 7D | -1.6% | -4.8% | +3.2% | -0.2% |
| 30D | -5.0% | -21.7% | +16.6% | +1.7% |
| 3M | -10.4% | -22.2% | +11.9% | -4.6% |
| 6M | +3.2% | -27.5% | +30.8% | +11.3% |
| YTD | +6.7% | -33.6% | +40.3% | +16.8% |
| 1Y | +10.3% | -45.0% | +55.3% | +26.5% |
| 3Y | +99.3% | -11.0% | +110.4% | +85.5% |
| 5Y | +143.7% | -39.7% | +183.4% | +134.8% |
| 10Y | +584.7% | -57.0% | +641.8% | +488.1% |
| All | +634.9% | -55.3% | +690.2% | +554.4% |
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