-1.0%
NCLH vs HWM
+5.4%
-6.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -4.3% | +11.1% | +8.6% |
| 7D | +15.8% | +9.4% | +6.4% | +10.6% |
| 30D | +25.1% | -7.0% | +32.1% | +28.1% |
| 3M | -7.3% | -25.9% | +18.5% | +5.5% |
| 6M | +8.1% | -10.8% | +19.0% | +8.3% |
| YTD | -16.7% | +4.3% | -21.0% | -22.7% |
| 1Y | -1.0% | +4.4% | -5.4% | -9.5% |
| All | -1.0% | +5.4% | -6.4% | -9.5% |
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