-58.0%
NCLH vs HCA
+511.6%
-569.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.4% | +0.8% |
| 7D | -4.8% | +5.4% | -10.2% | -8.4% |
| 30D | -21.7% | +3.0% | -24.6% | -23.5% |
| 3M | -22.2% | +13.0% | -35.3% | -29.5% |
| 6M | -27.5% | -20.3% | -7.3% | -16.6% |
| YTD | -33.6% | -8.2% | -25.4% | -32.0% |
| 1Y | -45.0% | +6.7% | -51.7% | -50.2% |
| 3Y | -11.0% | +60.4% | -71.4% | -44.6% |
| 5Y | -39.7% | +73.4% | -113.2% | -66.6% |
| All | -58.0% | +511.6% | -569.6% | -89.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling