-45.0%
NCLH vs HUM
+50.8%
-95.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.5% | +1.5% |
| 7D | -4.8% | +2.1% | -6.9% | -5.0% |
| 30D | -21.7% | +5.4% | -27.1% | -22.1% |
| 3M | -22.2% | +11.4% | -33.7% | -23.1% |
| 6M | -27.5% | +141.5% | -169.0% | -35.0% |
| YTD | -33.6% | +61.2% | -94.8% | -37.8% |
| 1Y | -45.0% | +49.2% | -94.1% | -48.8% |
| All | -45.0% | +50.8% | -95.8% | -48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling