+308.1%
HUBS vs NCLH
-56.9%
+365.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.3% |
| 7D | -9.0% | -4.8% | -4.2% | -7.7% |
| 30D | +7.2% | -21.7% | +28.9% | +15.0% |
| 3M | +20.9% | -22.2% | +43.1% | +30.1% |
| 6M | -13.0% | -27.5% | +14.5% | -6.0% |
| YTD | -43.8% | -33.6% | -10.2% | -38.5% |
| 1Y | -54.6% | -45.0% | -9.7% | -47.8% |
| 3Y | -58.5% | -11.0% | -47.4% | -60.3% |
| 5Y | -66.4% | -39.7% | -26.7% | -66.5% |
| All | +308.1% | -56.9% | +365.1% | +301.8% |
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 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