-39.2%
NCLH vs FHN
+13.2%
-52.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -6.5% | +1.2% | -7.7% | -7.4% |
| 30D | -23.3% | -4.7% | -18.6% | -20.2% |
| 3M | -18.6% | +3.5% | -22.2% | -20.5% |
| 6M | -26.2% | +7.8% | -34.1% | -30.2% |
| YTD | -30.2% | +5.9% | -36.1% | -33.5% |
| 1Y | -39.2% | +12.5% | -51.6% | -44.7% |
| All | -39.2% | +13.2% | -52.3% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 1y: compounded portfolio wealth divided by compounded FHN 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…
1y analysis · Full analysis span regression · 6 months rolling