-38.3%
NCLH vs HST
+76.1%
-114.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.3% |
| 7D | -0.3% | +2.0% | -2.2% | -2.3% |
| 30D | -20.1% | -5.2% | -14.8% | -15.5% |
| 3M | -17.0% | -6.2% | -10.8% | -11.2% |
| 6M | -23.2% | +20.4% | -43.7% | -36.2% |
| YTD | -31.0% | +30.6% | -61.7% | -47.5% |
| 1Y | -37.3% | +37.4% | -74.6% | -54.8% |
| 3Y | -5.6% | +66.1% | -71.7% | -44.9% |
| All | -38.3% | +76.1% | -114.4% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling