-29.6%
NCLH vs HDB
-23.2%
-6.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.0% | -0.8% |
| 7D | +0.2% | +2.7% | -2.5% | -1.3% |
| 30D | +20.8% | +14.1% | +6.6% | +11.7% |
| 3M | -8.1% | +11.8% | -20.0% | -14.3% |
| 6M | +11.8% | +8.2% | +3.7% | +5.1% |
| YTD | -19.5% | -29.3% | +9.8% | -2.8% |
| 1Y | -3.2% | -28.8% | +25.6% | +16.3% |
| 3Y | +37.1% | -7.5% | +44.6% | +34.4% |
| All | -29.6% | -23.2% | -6.4% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling