+677.7%
HPE vs NCLH
-74.3%
+752.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.2% | +8.9% | +8.0% |
| 7D | +10.1% | -0.3% | +10.4% | +10.2% |
| 30D | +5.3% | -20.1% | +25.3% | +11.2% |
| 3M | +12.7% | -17.0% | +29.7% | +17.2% |
| 6M | +167.7% | -23.2% | +190.9% | +181.2% |
| YTD | +135.5% | -31.0% | +166.5% | +151.1% |
| 1Y | +143.4% | -37.3% | +180.7% | +164.3% |
| 3Y | +249.2% | -5.6% | +254.8% | +229.4% |
| 5Y | +343.8% | -37.0% | +380.8% | +326.6% |
| 10Y | +495.9% | -55.3% | +551.1% | +437.0% |
| All | +677.7% | -74.3% | +752.0% | +739.6% |
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