-58.0%
NCLH vs HUBB
+446.9%
-504.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +0.2% |
| 7D | -4.8% | -0.1% | -4.7% | -4.7% |
| 30D | -21.7% | -10.0% | -11.7% | -14.2% |
| 3M | -22.2% | -1.6% | -20.6% | -23.1% |
| 6M | -27.5% | -3.1% | -24.4% | -28.1% |
| YTD | -33.6% | +4.6% | -38.2% | -38.9% |
| 1Y | -45.0% | +3.3% | -48.3% | -49.2% |
| 3Y | -11.0% | +46.6% | -57.6% | -44.2% |
| 5Y | -39.7% | +158.7% | -198.4% | -80.3% |
| All | -58.0% | +446.9% | -504.8% | -91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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