+420.1%
HUT vs NCLH
-72.1%
+492.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.1% | +6.3% | +6.2% |
| 7D | +17.8% | -6.5% | +24.3% | +21.2% |
| 30D | +0.8% | -23.3% | +24.1% | +12.4% |
| 3M | -26.8% | -18.6% | -8.2% | -21.8% |
| 6M | +72.6% | -26.2% | +98.8% | +93.7% |
| YTD | +103.6% | -30.2% | +133.9% | +130.1% |
| 1Y | +265.3% | -39.2% | +304.4% | +337.0% |
| 3Y | +689.4% | -5.1% | +694.5% | +675.8% |
| 5Y | +75.3% | -36.8% | +112.1% | +94.3% |
| All | +420.1% | -72.1% | +492.2% | +392.1% |
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