-58.0%
NCLH vs HIG
+313.7%
-371.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +2.0% |
| 7D | -4.8% | -1.5% | -3.4% | -3.6% |
| 30D | -21.7% | -0.4% | -21.3% | -21.6% |
| 3M | -22.2% | +6.7% | -28.9% | -27.1% |
| 6M | -27.5% | +2.0% | -29.5% | -29.7% |
| YTD | -33.6% | +0.3% | -33.9% | -34.7% |
| 1Y | -45.0% | +4.2% | -49.2% | -47.9% |
| 3Y | -11.0% | +102.2% | -113.3% | -55.5% |
| 5Y | -39.7% | +118.5% | -158.2% | -71.7% |
| All | -58.0% | +313.7% | -371.6% | -87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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