-58.5%
HUBS vs NCLH
-10.7%
-47.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.3% |
| 7D | -9.0% | -4.8% | -4.2% | -7.6% |
| 30D | +7.2% | -21.7% | +28.9% | +15.3% |
| 3M | +20.9% | -22.2% | +43.1% | +30.6% |
| 6M | -13.0% | -27.5% | +14.5% | -5.3% |
| YTD | -43.8% | -33.6% | -10.2% | -37.8% |
| 1Y | -54.6% | -45.0% | -9.7% | -47.0% |
| 3Y | -58.5% | -11.0% | -47.4% | -61.6% |
| All | -58.5% | -10.7% | -47.8% | -61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling