-29.6%
NCLH vs HTZ
-94.4%
+64.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.1% |
| 7D | +0.2% | -8.5% | +8.8% | +1.7% |
| 30D | +20.8% | -18.9% | +39.7% | +24.4% |
| 3M | -8.1% | -36.0% | +27.9% | -1.9% |
| 6M | +11.8% | -74.6% | +86.4% | +35.3% |
| YTD | -19.5% | -70.8% | +51.3% | -6.8% |
| 1Y | -3.2% | -75.3% | +72.1% | +15.6% |
| 3Y | +37.1% | -81.6% | +118.7% | +55.8% |
| All | -29.6% | -94.4% | +64.8% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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