+243.8%
HPQ vs NCLH
-56.9%
+300.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.7% | +6.7% | +8.0% |
| 7D | +9.8% | -4.8% | +14.6% | +10.9% |
| 30D | +22.4% | -21.7% | +44.0% | +28.7% |
| 3M | +45.2% | -22.2% | +67.4% | +52.6% |
| 6M | +96.4% | -27.5% | +124.0% | +107.4% |
| YTD | +65.4% | -33.6% | +99.0% | +76.2% |
| 1Y | +31.6% | -45.0% | +76.6% | +45.4% |
| 3Y | +37.0% | -11.0% | +48.1% | +31.3% |
| 5Y | +53.0% | -39.7% | +92.7% | +48.7% |
| All | +243.8% | -56.9% | +300.8% | +220.6% |
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 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