+403.8%
HUT vs NCLH
-73.9%
+477.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.9% | -3.7% | -4.7% |
| 7D | +2.8% | -6.5% | +9.4% | +5.9% |
| 30D | +2.1% | -22.1% | +24.1% | +13.0% |
| 3M | -14.3% | -18.7% | +4.4% | -8.5% |
| 6M | +84.2% | -28.4% | +112.6% | +109.3% |
| YTD | +97.2% | -34.7% | +131.9% | +129.4% |
| 1Y | +192.7% | -42.7% | +235.4% | +259.2% |
| 3Y | +712.6% | -10.6% | +723.2% | +720.3% |
| 5Y | +85.5% | -40.7% | +126.2% | +111.6% |
| All | +403.8% | -73.9% | +477.6% | +390.6% |
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