-40.7%
NCLH vs HBM
+336.0%
-376.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.5% | +5.6% | +0.5% |
| 7D | -6.5% | -3.7% | -2.8% | -5.6% |
| 30D | -22.1% | -3.7% | -18.4% | -21.6% |
| 3M | -18.7% | +8.0% | -26.7% | -22.3% |
| 6M | -28.4% | +15.8% | -44.2% | -34.0% |
| YTD | -34.7% | +34.4% | -69.1% | -43.9% |
| 1Y | -42.7% | +98.2% | -140.9% | -57.6% |
| 3Y | -10.6% | +476.6% | -487.2% | -58.8% |
| 5Y | -40.7% | +331.1% | -371.8% | -68.8% |
| All | -40.7% | +336.0% | -376.7% | -68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling