-42.7%
NCLH vs BAH
-24.1%
-18.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.8% | -6.7% | -2.5% |
| 7D | -6.5% | +2.4% | -9.0% | -6.9% |
| 30D | -22.1% | -2.9% | -19.1% | -21.7% |
| 3M | -18.7% | -1.3% | -17.4% | -18.8% |
| 6M | -28.4% | -0.9% | -27.5% | -28.8% |
| YTD | -34.7% | -8.2% | -26.5% | -34.7% |
| 1Y | -42.7% | -24.0% | -18.7% | -41.2% |
| All | -42.7% | -24.1% | -18.6% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling