-71.2%
NCLH vs EQH
+234.7%
-305.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +0.3% |
| 7D | -4.8% | +0.7% | -5.5% | -5.5% |
| 30D | -21.7% | +2.8% | -24.5% | -24.0% |
| 3M | -22.2% | +23.1% | -45.3% | -38.0% |
| 6M | -27.5% | +41.4% | -68.9% | -50.4% |
| YTD | -33.6% | +14.3% | -47.9% | -44.1% |
| 1Y | -45.0% | +1.6% | -46.6% | -48.2% |
| 3Y | -11.0% | +102.7% | -113.8% | -61.3% |
| 5Y | -39.7% | +104.5% | -144.3% | -74.5% |
| All | -71.2% | +234.7% | -305.9% | -92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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