-39.2%
NCLH vs HWM
+48.6%
-87.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | +0.1% |
| 7D | -6.5% | -2.1% | -4.4% | -5.6% |
| 30D | -23.3% | -11.0% | -12.3% | -18.6% |
| 3M | -18.6% | +4.0% | -22.6% | -21.8% |
| 6M | -26.2% | -0.2% | -26.0% | -28.8% |
| YTD | -30.2% | +26.7% | -56.9% | -39.8% |
| 1Y | -39.2% | +44.7% | -83.9% | -49.1% |
| All | -39.2% | +48.6% | -87.7% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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