-40.1%
NCLH vs BHP
+202.9%
-243.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.8% | -3.7% |
| 7D | -4.6% | +0.9% | -5.5% | -5.2% |
| 30D | -19.9% | +4.0% | -24.0% | -22.0% |
| 3M | -22.0% | +11.3% | -33.2% | -27.6% |
| 6M | -28.3% | +29.3% | -57.6% | -39.3% |
| YTD | -33.5% | +59.2% | -92.7% | -50.6% |
| 1Y | -41.5% | +80.8% | -122.3% | -59.8% |
| 3Y | -8.9% | +88.0% | -96.9% | -40.3% |
| 5Y | -40.5% | +126.6% | -167.1% | -66.3% |
| 10Y | -57.0% | +515.7% | -572.7% | -82.6% |
| All | -40.1% | +202.9% | -243.0% | -72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling