-40.5%
NCLH vs BAH
-3.7%
-36.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | -4.6% | -1.3% | -3.3% | -4.3% |
| 30D | -19.9% | -6.6% | -13.3% | -18.7% |
| 3M | -22.0% | -7.2% | -14.8% | -20.9% |
| 6M | -28.3% | -10.0% | -18.3% | -27.1% |
| YTD | -33.5% | -12.5% | -21.0% | -32.4% |
| 1Y | -41.5% | -27.9% | -13.6% | -37.5% |
| 3Y | -8.9% | -31.4% | +22.5% | -7.3% |
| 5Y | -40.5% | -3.2% | -37.2% | -48.5% |
| All | -40.5% | -3.7% | -36.8% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling