-12.5%
NCLH vs HIG
+101.8%
-114.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | -6.5% | -2.3% | -4.3% | -5.3% |
| 30D | -22.1% | -1.2% | -20.9% | -21.6% |
| 3M | -18.7% | +6.3% | -25.0% | -21.8% |
| 6M | -28.4% | +0.6% | -29.0% | -29.0% |
| YTD | -34.7% | +0.6% | -35.3% | -35.3% |
| 1Y | -42.7% | +6.1% | -48.8% | -45.0% |
| All | -12.5% | +101.8% | -114.3% | -40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling