-44.7%
NCLH vs ALHC
-33.8%
-10.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.9% |
| 7D | -4.8% | -6.9% | +2.1% | -3.7% |
| 30D | -21.7% | -6.7% | -14.9% | -20.8% |
| 3M | -22.2% | -37.7% | +15.5% | -16.9% |
| 6M | -27.5% | -30.0% | +2.5% | -25.2% |
| YTD | -33.6% | -36.2% | +2.5% | -30.6% |
| 1Y | -45.0% | -22.9% | -22.1% | -44.6% |
| 3Y | -11.0% | +138.4% | -149.4% | -35.9% |
| 5Y | -39.7% | -32.8% | -6.9% | -49.0% |
| All | -44.7% | -33.8% | -10.9% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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