-1.0%
NCLH vs HCA
+11.2%
-12.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +10.3% | -3.6% | +4.1% |
| 7D | +15.8% | +10.2% | +5.6% | +13.0% |
| 30D | +25.1% | +17.4% | +7.7% | +20.5% |
| 3M | -7.3% | +27.7% | -35.0% | -12.1% |
| 6M | +8.1% | +20.0% | -11.9% | +3.0% |
| YTD | -16.7% | +10.0% | -26.6% | -22.2% |
| 1Y | -1.0% | +9.0% | -10.0% | -8.5% |
| All | -1.0% | +11.2% | -12.2% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 1y: compounded portfolio wealth divided by compounded HCA 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…
1y analysis · Full analysis span regression · 6 months rolling