-37.9%
NCLH vs HIG
+637.6%
-675.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | +0.4% |
| 7D | -0.3% | -1.1% | +0.8% | +0.6% |
| 30D | -20.1% | -4.9% | -15.1% | -16.8% |
| 3M | -17.0% | +6.8% | -23.8% | -21.8% |
| 6M | -23.2% | -1.7% | -21.6% | -23.0% |
| YTD | -31.0% | -0.2% | -30.8% | -31.7% |
| 1Y | -37.3% | +5.7% | -43.0% | -41.0% |
| 3Y | -5.6% | +100.3% | -105.9% | -49.0% |
| 5Y | -37.0% | +118.5% | -155.5% | -67.9% |
| 10Y | -55.3% | +309.7% | -365.0% | -85.3% |
| All | -37.9% | +637.6% | -675.5% | -81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling