-41.4%
NCLH vs BHP
+110.7%
-152.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -4.8% | -3.6% | -1.2% | -3.0% |
| 30D | -21.7% | -1.2% | -20.5% | -21.5% |
| 3M | -22.2% | +1.2% | -23.4% | -23.7% |
| 6M | -27.5% | +21.4% | -48.9% | -35.9% |
| YTD | -33.6% | +50.4% | -84.0% | -48.3% |
| 1Y | -45.0% | +67.5% | -112.5% | -59.8% |
| 3Y | -11.0% | +72.8% | -83.9% | -37.9% |
| All | -41.4% | +110.7% | -152.1% | -65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling