-10.9%
NCLH vs HBM
+506.5%
-517.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.3% |
| 7D | -4.6% | +5.5% | -10.1% | -6.1% |
| 30D | -19.9% | +3.3% | -23.2% | -20.9% |
| 3M | -22.0% | +12.7% | -34.6% | -25.5% |
| 6M | -28.3% | +28.2% | -56.5% | -35.0% |
| YTD | -33.5% | +45.3% | -78.8% | -42.8% |
| 1Y | -41.5% | +121.7% | -163.2% | -56.4% |
| All | -10.9% | +506.5% | -517.4% | -58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling