-41.2%
NCLH vs HCA
+1,143.7%
-1,185.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.7% | -1.8% |
| 7D | -6.5% | +2.9% | -9.5% | -8.4% |
| 30D | -22.1% | +2.4% | -24.5% | -23.5% |
| 3M | -18.7% | +13.0% | -31.7% | -25.3% |
| 6M | -28.4% | -21.4% | -7.0% | -18.2% |
| YTD | -34.7% | -9.5% | -25.3% | -32.7% |
| 1Y | -42.7% | +7.5% | -50.2% | -47.5% |
| 3Y | -10.6% | +57.6% | -68.2% | -39.4% |
| 5Y | -40.7% | +71.1% | -111.9% | -63.4% |
| 10Y | -57.8% | +498.8% | -556.5% | -86.5% |
| All | -41.2% | +1,143.7% | -1,185.0% | -83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling