-28.3%
NCLH vs HRB
+44.9%
-73.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -3.4% |
| 7D | -4.6% | -10.6% | +6.0% | -4.2% |
| 30D | -19.9% | -0.8% | -19.1% | -19.6% |
| 3M | -22.0% | +19.1% | -41.0% | -20.2% |
| 6M | -28.3% | +48.7% | -77.0% | -25.2% |
| All | -28.3% | +44.9% | -73.2% | -25.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling