-39.2%
NCLH vs HCA
-0.5%
-38.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -6.5% | -3.1% | -3.4% | -6.0% |
| 30D | -23.3% | -1.1% | -22.2% | -23.2% |
| 3M | -18.6% | +12.2% | -30.8% | -19.4% |
| 6M | -26.2% | -25.3% | -0.9% | -27.2% |
| YTD | -30.2% | -12.9% | -17.3% | -31.2% |
| 1Y | -39.2% | -0.9% | -38.2% | -42.7% |
| All | -39.2% | -0.5% | -38.6% | -42.7% |
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