-3.2%
NCLH vs HDB
-29.0%
+25.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.0% | -0.9% |
| 7D | +0.2% | +2.7% | -2.5% | -1.5% |
| 30D | +20.8% | +14.1% | +6.6% | +10.7% |
| 3M | -8.1% | +11.8% | -20.0% | -14.9% |
| 6M | +11.8% | +8.2% | +3.7% | +1.9% |
| YTD | -19.5% | -29.3% | +9.8% | +1.9% |
| 1Y | -3.2% | -28.8% | +25.6% | +20.7% |
| All | -3.2% | -29.0% | +25.8% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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