+86.1%
HUT vs NCLH
-39.0%
+125.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.5% | -0.1% | -1.2% |
| 7D | +18.9% | -4.6% | +23.5% | +22.7% |
| 30D | +12.0% | -19.9% | +31.9% | +28.7% |
| 3M | -14.9% | -22.0% | +7.1% | -3.6% |
| 6M | +96.8% | -28.3% | +125.1% | +136.9% |
| YTD | +108.8% | -33.5% | +142.3% | +155.6% |
| 1Y | +227.4% | -41.5% | +268.8% | +334.8% |
| 3Y | +760.3% | -8.9% | +769.2% | +665.6% |
| 5Y | +86.1% | -40.5% | +126.5% | +101.5% |
| All | +86.1% | -39.0% | +125.1% | +101.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling