-37.2%
NCLH vs BAH
+659.9%
-697.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | +0.4% |
| 7D | -6.5% | -3.2% | -3.2% | -5.4% |
| 30D | -23.3% | +2.0% | -25.3% | -24.0% |
| 3M | -18.6% | -7.6% | -11.0% | -16.9% |
| 6M | -26.2% | -5.7% | -20.6% | -25.9% |
| YTD | -30.2% | -11.7% | -18.5% | -29.0% |
| 1Y | -39.2% | -27.4% | -11.8% | -33.7% |
| 3Y | -5.1% | -32.5% | +27.5% | +0.7% |
| 5Y | -36.8% | -3.3% | -33.4% | -44.1% |
| 10Y | -56.3% | +186.0% | -242.3% | -73.0% |
| All | -37.2% | +659.9% | -697.1% | -66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling