-40.2%
NCLH vs DHI
+633.8%
-674.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.8% |
| 7D | -4.8% | -3.4% | -1.4% | -3.1% |
| 30D | -21.7% | -5.4% | -16.2% | -19.4% |
| 3M | -22.2% | -10.4% | -11.8% | -17.9% |
| 6M | -27.5% | -2.8% | -24.8% | -26.3% |
| YTD | -33.6% | -3.4% | -30.2% | -32.7% |
| 1Y | -45.0% | -22.9% | -22.1% | -38.0% |
| 3Y | -11.0% | +20.7% | -31.7% | -24.1% |
| 5Y | -39.7% | +62.1% | -101.9% | -56.9% |
| 10Y | -57.0% | +410.4% | -467.5% | -81.8% |
| All | -40.2% | +633.8% | -674.0% | -75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling