-27.6%
NCLH vs BAH
+806.1%
-833.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +0.2% | +1.7% | -1.5% | -0.3% |
| 30D | +20.8% | +20.8% | 0.0% | +13.0% |
| 3M | -8.1% | +11.6% | -19.7% | -12.1% |
| 6M | +11.8% | +23.1% | -11.3% | +2.4% |
| YTD | -19.5% | +5.3% | -24.8% | -23.3% |
| 1Y | -3.2% | +6.1% | -9.4% | -8.2% |
| 3Y | +37.1% | -27.5% | +64.6% | +42.8% |
| 5Y | -29.9% | +6.2% | -36.1% | -39.6% |
| 10Y | -53.3% | +202.2% | -255.5% | -71.9% |
| All | -27.6% | +806.1% | -833.7% | -64.1% |
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