-37.9%
NCLH vs HRB
+270.0%
-307.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | +1.9% |
| 7D | -0.3% | -9.1% | +8.8% | +4.2% |
| 30D | -20.1% | +0.3% | -20.3% | -21.0% |
| 3M | -17.0% | +23.4% | -40.4% | -26.1% |
| 6M | -23.2% | +45.1% | -68.4% | -39.1% |
| YTD | -31.0% | +8.9% | -39.9% | -37.3% |
| 1Y | -37.3% | -7.9% | -29.3% | -37.9% |
| 3Y | -5.6% | +27.9% | -33.5% | -26.2% |
| 5Y | -37.0% | +108.3% | -145.3% | -64.5% |
| 10Y | -55.3% | +208.4% | -263.7% | -80.4% |
| All | -37.9% | +270.0% | -307.9% | -73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling