-41.2%
NCLH vs HUM
+527.6%
-568.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | -6.5% | -1.4% | -5.1% | -6.1% |
| 30D | -22.1% | +7.5% | -29.6% | -23.8% |
| 3M | -18.7% | +10.2% | -28.9% | -21.3% |
| 6M | -28.4% | +132.5% | -160.9% | -45.5% |
| YTD | -34.7% | +57.6% | -92.3% | -44.7% |
| 1Y | -42.7% | +48.6% | -91.3% | -51.0% |
| 3Y | -10.6% | -11.2% | +0.5% | -13.2% |
| 5Y | -40.7% | +4.8% | -45.6% | -47.9% |
| 10Y | -57.8% | +147.1% | -204.9% | -71.7% |
| All | -41.2% | +527.6% | -568.8% | -65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling