-61.4%
NCLH vs HWM
+1,301.3%
-1,362.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -0.3% |
| 7D | -6.5% | -12.5% | +6.0% | +2.8% |
| 30D | -22.1% | -19.0% | -3.1% | -9.7% |
| 3M | -18.7% | -8.6% | -10.1% | -15.0% |
| 6M | -28.4% | -10.2% | -18.2% | -24.4% |
| YTD | -34.7% | +11.3% | -46.1% | -42.3% |
| 1Y | -42.7% | +24.3% | -67.0% | -53.8% |
| 3Y | -10.6% | +382.3% | -392.9% | -78.0% |
| 5Y | -40.7% | +640.6% | -681.4% | -89.4% |
| All | -61.4% | +1,301.3% | -1,362.6% | -96.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling