+563.1%
HPE vs NCLH
-56.9%
+620.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.7% | +10.7% | +12.0% |
| 7D | +19.4% | -4.8% | +24.2% | +20.8% |
| 30D | +5.6% | -21.7% | +27.3% | +12.0% |
| 3M | +33.1% | -22.2% | +55.3% | +40.5% |
| 6M | +192.5% | -27.5% | +220.0% | +211.3% |
| YTD | +160.9% | -33.6% | +194.5% | +180.5% |
| 1Y | +155.0% | -45.0% | +199.9% | +185.8% |
| 3Y | +289.4% | -11.0% | +300.4% | +273.3% |
| 5Y | +395.7% | -39.7% | +435.4% | +382.2% |
| All | +563.1% | -56.9% | +620.0% | +583.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling