+116.4%
HPE vs NCLH
-8.8%
+125.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +6.8% | -12.4% | -6.5% |
| 7D | -17.0% | +15.8% | -32.8% | -18.8% |
| 30D | -26.7% | +25.1% | -51.8% | -29.2% |
| 3M | -4.1% | -7.3% | +3.2% | -3.4% |
| 6M | +75.4% | +8.1% | +67.3% | +71.6% |
| YTD | +111.0% | -16.7% | +127.7% | +107.9% |
| 1Y | +116.4% | -1.0% | +117.5% | +101.8% |
| All | +116.4% | -8.8% | +125.3% | +101.8% |
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