-41.4%
NCLH vs HUBB
+157.3%
-198.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +0.5% |
| 7D | -4.8% | -0.1% | -4.7% | -4.8% |
| 30D | -21.7% | -10.0% | -11.7% | -16.0% |
| 3M | -22.2% | -1.6% | -20.6% | -22.8% |
| 6M | -27.5% | -3.1% | -24.4% | -27.8% |
| YTD | -33.6% | +4.6% | -38.2% | -37.6% |
| 1Y | -45.0% | +3.3% | -48.3% | -48.1% |
| 3Y | -11.0% | +46.6% | -57.6% | -36.6% |
| All | -41.4% | +157.3% | -198.8% | -75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling