-51.3%
NCLH vs HAS
+102.6%
-153.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.1% |
| 7D | +6.3% | +3.3% | +3.0% | +4.1% |
| 30D | +18.9% | +30.5% | -11.7% | -1.5% |
| 3M | -0.2% | +29.9% | -30.1% | -17.3% |
| 6M | +8.4% | +26.5% | -18.2% | -9.8% |
| YTD | -17.1% | +51.9% | -69.0% | -39.9% |
| 1Y | -2.8% | +60.9% | -63.7% | -32.4% |
| 3Y | +40.4% | +215.0% | -174.5% | -43.3% |
| 5Y | -30.8% | +51.5% | -82.3% | -52.0% |
| 10Y | -51.3% | +102.2% | -153.5% | -74.3% |
| All | -51.3% | +102.6% | -153.8% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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