-12.5%
NCLH vs BHP
+72.0%
-84.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.3% | +3.4% | +0.9% |
| 7D | -6.5% | -3.7% | -2.8% | -4.8% |
| 30D | -22.1% | -0.8% | -21.2% | -22.0% |
| 3M | -18.7% | +7.6% | -26.3% | -22.8% |
| 6M | -28.4% | +20.8% | -49.2% | -36.7% |
| YTD | -34.7% | +50.8% | -85.5% | -49.4% |
| 1Y | -42.7% | +70.9% | -113.6% | -58.8% |
| All | -12.5% | +72.0% | -84.5% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 3y: compounded portfolio wealth divided by compounded BHP 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…
3y analysis · Full analysis span regression · 6 months rolling