0.0%
NCLH vs HST
+54.6%
-54.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.3% |
| 7D | +1.2% | -1.3% | +2.4% | +2.5% |
| 30D | +22.6% | +13.4% | +9.2% | +6.9% |
| 3M | +0.6% | +16.7% | -16.1% | -15.2% |
| 6M | +13.5% | +24.0% | -10.5% | -10.7% |
| YTD | -15.7% | +54.0% | -69.6% | -47.2% |
| 1Y | 0.0% | +55.0% | -55.0% | -37.5% |
| All | 0.0% | +54.6% | -54.6% | -37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling