-57.0%
NCLH vs HST
+101.1%
-158.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.4% |
| 7D | -4.6% | -0.3% | -4.3% | -4.3% |
| 30D | -19.9% | -2.8% | -17.2% | -17.5% |
| 3M | -22.0% | -6.5% | -15.5% | -16.0% |
| 6M | -28.3% | +20.7% | -49.0% | -41.3% |
| YTD | -33.5% | +30.5% | -63.9% | -50.2% |
| 1Y | -41.5% | +36.8% | -78.2% | -58.6% |
| 3Y | -8.9% | +65.9% | -74.8% | -48.4% |
| 5Y | -40.5% | +73.9% | -114.4% | -68.2% |
| 10Y | -57.0% | +107.0% | -164.0% | -79.6% |
| All | -57.0% | +101.1% | -158.0% | -79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling