-40.7%
NCLH vs HSY
+12.8%
-53.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.0% |
| 7D | -6.5% | -0.4% | -6.1% | -6.5% |
| 30D | -22.1% | -3.4% | -18.6% | -21.9% |
| 3M | -18.7% | -0.5% | -18.2% | -18.6% |
| 6M | -28.4% | -19.1% | -9.3% | -27.6% |
| YTD | -34.7% | -2.1% | -32.7% | -34.5% |
| 1Y | -42.7% | -3.2% | -39.5% | -42.4% |
| 3Y | -10.6% | -8.8% | -1.8% | -9.4% |
| 5Y | -40.7% | +13.0% | -53.7% | -44.8% |
| All | -40.7% | +12.8% | -53.5% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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