+648.6%
HUBS vs NCLH
-57.4%
+706.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +30.4% |
| 6M | -13.0% | -27.5% | +14.5% | -5.7% |
| YTD | -43.8% | -33.6% | -10.2% | -38.3% |
| 1Y | -54.6% | -45.0% | -9.7% | -47.6% |
| 3Y | -58.5% | -11.0% | -47.4% | -60.5% |
| 5Y | -66.4% | -39.7% | -26.7% | -66.4% |
| 10Y | +319.2% | -57.0% | +376.3% | +264.1% |
| All | +648.6% | -57.4% | +706.0% | +514.9% |
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