-51.0%
NCLH vs HAS
+106.0%
-157.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +0.4% |
| 7D | +1.2% | +2.0% | -0.8% | -0.1% |
| 30D | +22.6% | +30.9% | -8.3% | +1.4% |
| 3M | +0.6% | +28.8% | -28.1% | -16.0% |
| 6M | +13.5% | +32.3% | -18.8% | -8.5% |
| YTD | -15.7% | +54.7% | -70.4% | -39.6% |
| 1Y | 0.0% | +63.2% | -63.2% | -31.1% |
| 3Y | +42.8% | +220.7% | -177.9% | -43.0% |
| 5Y | -28.4% | +53.3% | -81.8% | -50.8% |
| 10Y | -51.0% | +104.2% | -155.2% | -74.2% |
| All | -51.0% | +106.0% | -157.0% | -74.2% |
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