-37.0%
NCLH vs ALHC
-30.5%
-6.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -0.3% | -1.0% | +0.7% | -0.1% |
| 30D | -20.1% | -6.3% | -13.7% | -19.2% |
| 3M | -17.0% | -12.3% | -4.7% | -16.8% |
| 6M | -23.2% | -27.0% | +3.8% | -21.3% |
| YTD | -31.0% | -31.8% | +0.8% | -28.7% |
| 1Y | -37.3% | -17.0% | -20.2% | -37.6% |
| 3Y | -5.6% | +159.8% | -165.4% | -34.7% |
| 5Y | -37.0% | -25.1% | -11.8% | -46.7% |
| All | -37.0% | -30.5% | -6.5% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling