+237.0%
HOOD vs NCLH
-40.3%
+277.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.8% | -3.4% |
| 7D | +13.4% | -0.3% | +13.6% | +13.5% |
| 30D | +25.8% | -20.1% | +45.8% | +38.3% |
| 3M | +38.0% | -17.0% | +55.0% | +47.5% |
| 6M | +52.2% | -23.2% | +75.5% | +67.6% |
| YTD | +3.7% | -31.0% | +34.8% | +16.6% |
| 1Y | +0.1% | -37.3% | +37.3% | +15.8% |
| 3Y | +992.6% | -5.6% | +998.1% | +905.1% |
| 5Y | +193.0% | -37.0% | +230.0% | +176.4% |
| All | +237.0% | -40.3% | +277.2% | +218.9% |
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