-58.0%
NCLH vs HBM
+619.2%
-677.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | -4.8% | -3.3% | -1.5% | -3.8% |
| 30D | -21.7% | -4.8% | -16.9% | -20.7% |
| 3M | -22.2% | -0.4% | -21.8% | -24.0% |
| 6M | -27.5% | +17.9% | -45.4% | -34.5% |
| YTD | -33.6% | +33.7% | -67.3% | -44.1% |
| 1Y | -45.0% | +95.6% | -140.6% | -60.6% |
| 3Y | -11.0% | +458.1% | -469.2% | -61.0% |
| 5Y | -39.7% | +329.0% | -368.7% | -72.9% |
| All | -58.0% | +619.2% | -677.1% | -88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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