-11.0%
NCLH vs DHI
+21.1%
-32.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.9% |
| 7D | -4.8% | -3.4% | -1.4% | -3.3% |
| 30D | -21.7% | -5.4% | -16.2% | -19.6% |
| 3M | -22.2% | -10.4% | -11.8% | -18.3% |
| 6M | -27.5% | -2.8% | -24.8% | -26.5% |
| YTD | -33.6% | -3.4% | -30.2% | -32.7% |
| 1Y | -45.0% | -22.9% | -22.1% | -39.5% |
| 3Y | -11.0% | +20.7% | -31.7% | -23.4% |
| All | -11.0% | +21.1% | -32.1% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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