-57.0%
NCLH vs HAS
+54.3%
-111.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -2.5% |
| 7D | -4.6% | -4.8% | +0.2% | -1.3% |
| 30D | -19.9% | -5.1% | -14.8% | -17.0% |
| 3M | -22.0% | +6.4% | -28.3% | -25.5% |
| 6M | -28.3% | -5.6% | -22.6% | -26.6% |
| YTD | -33.5% | +11.0% | -44.4% | -39.6% |
| 1Y | -41.5% | +16.8% | -58.3% | -48.9% |
| 3Y | -8.9% | +44.0% | -52.9% | -35.1% |
| 5Y | -40.5% | +11.0% | -51.4% | -48.7% |
| 10Y | -57.0% | +56.0% | -113.0% | -71.5% |
| All | -57.0% | +54.3% | -111.2% | -71.5% |
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