-58.0%
NCLH vs HUM
+152.7%
-210.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.5% | +1.0% |
| 7D | -4.8% | +2.1% | -6.9% | -5.4% |
| 30D | -21.7% | +5.4% | -27.1% | -23.0% |
| 3M | -22.2% | +11.4% | -33.7% | -25.2% |
| 6M | -27.5% | +141.5% | -169.0% | -46.5% |
| YTD | -33.6% | +61.2% | -94.8% | -44.8% |
| 1Y | -45.0% | +49.2% | -94.1% | -53.4% |
| 3Y | -11.0% | -9.0% | -2.0% | -13.4% |
| 5Y | -39.7% | +7.2% | -46.9% | -48.5% |
| All | -58.0% | +152.7% | -210.6% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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