-40.1%
NCLH vs HUBB
+585.4%
-625.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -1.8% |
| 7D | -4.6% | +1.1% | -5.7% | -5.5% |
| 30D | -19.9% | -9.6% | -10.3% | -13.1% |
| 3M | -22.0% | -6.2% | -15.8% | -19.4% |
| 6M | -28.3% | -6.2% | -22.1% | -26.7% |
| YTD | -33.5% | +3.4% | -36.8% | -37.6% |
| 1Y | -41.5% | +5.3% | -46.8% | -46.3% |
| 3Y | -8.9% | +44.4% | -53.3% | -39.2% |
| 5Y | -40.5% | +152.4% | -192.8% | -77.2% |
| 10Y | -57.0% | +437.0% | -494.0% | -90.2% |
| All | -40.1% | +585.4% | -625.5% | -87.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling