-40.7%
NCLH vs FHN
+87.6%
-128.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.3% |
| 7D | -6.5% | -0.8% | -5.7% | -6.1% |
| 30D | -22.1% | -2.6% | -19.5% | -21.0% |
| 3M | -18.7% | +0.8% | -19.5% | -18.9% |
| 6M | -28.4% | +9.2% | -37.6% | -31.2% |
| YTD | -34.7% | +5.1% | -39.8% | -36.2% |
| 1Y | -42.7% | +12.2% | -54.9% | -45.9% |
| 3Y | -10.6% | +132.4% | -143.0% | -36.1% |
| 5Y | -40.7% | +91.1% | -131.8% | -60.5% |
| All | -40.7% | +87.6% | -128.4% | -60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling