-56.3%
NCLH vs HAS
+99.1%
-155.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -2.6% |
| 7D | +1.7% | +1.6% | +0.1% | +0.6% |
| 30D | +17.9% | +26.6% | -8.7% | -0.2% |
| 3M | -4.5% | +29.0% | -33.5% | -20.4% |
| 6M | +12.9% | +30.6% | -17.7% | -8.1% |
| YTD | -19.1% | +51.5% | -70.6% | -41.1% |
| 1Y | -4.6% | +58.5% | -63.1% | -32.9% |
| 3Y | +37.0% | +214.1% | -177.1% | -44.4% |
| 5Y | -29.5% | +50.2% | -79.8% | -50.8% |
| All | -56.3% | +99.1% | -155.4% | -75.9% |
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