-1.0%
NCLH vs HRB
+16.9%
-17.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.4% | +2.4% | +6.6% |
| 7D | +15.8% | +16.0% | -0.2% | +15.1% |
| 30D | +25.1% | +32.1% | -7.0% | +23.9% |
| 3M | -7.3% | +21.5% | -28.8% | -7.8% |
| 6M | +8.1% | +82.1% | -73.9% | +11.8% |
| YTD | -16.7% | +31.6% | -48.3% | -2.0% |
| 1Y | -1.0% | +15.9% | -16.9% | +20.2% |
| All | -1.0% | +16.9% | -17.9% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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