+73.6%
HYG vs NCLH
-41.0%
+114.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | -0.7% | -4.8% | +4.1% | -0.4% |
| 30D | -0.7% | -21.7% | +20.9% | +0.8% |
| 3M | -0.2% | -22.2% | +22.0% | +1.2% |
| 6M | +1.4% | -27.5% | +29.0% | +3.1% |
| YTD | +1.5% | -33.6% | +35.1% | +3.4% |
| 1Y | +2.9% | -45.0% | +47.9% | +5.9% |
| 3Y | +25.6% | -11.0% | +36.7% | +23.1% |
| 5Y | +18.6% | -39.7% | +58.3% | +16.1% |
| 10Y | +55.7% | -57.0% | +112.8% | +44.0% |
| All | +73.6% | -41.0% | +114.6% | +57.4% |
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