-27.5%
NCLH vs DHI
-4.2%
-23.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.3% |
| 7D | -4.8% | -3.4% | -1.4% | -2.1% |
| 30D | -21.7% | -5.4% | -16.2% | -18.0% |
| 3M | -22.2% | -10.4% | -11.8% | -15.5% |
| 6M | -27.5% | -2.8% | -24.8% | -31.0% |
| All | -27.5% | -4.2% | -23.3% | -31.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling