-58.0%
NCLH vs FHN
+126.8%
-184.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.6% |
| 7D | -4.8% | -1.9% | -2.9% | -3.5% |
| 30D | -21.7% | -5.4% | -16.2% | -18.4% |
| 3M | -22.2% | -1.4% | -20.8% | -21.3% |
| 6M | -27.5% | +9.9% | -37.4% | -31.9% |
| YTD | -33.6% | +3.9% | -37.5% | -35.3% |
| 1Y | -45.0% | +10.6% | -55.6% | -49.1% |
| 3Y | -11.0% | +130.7% | -141.7% | -51.8% |
| 5Y | -39.7% | +88.8% | -128.6% | -69.2% |
| All | -58.0% | +126.8% | -184.7% | -80.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling