-5.6%
NCLH vs HWM
+385.3%
-390.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -10.7% | +9.5% | +4.0% |
| 7D | -0.3% | -9.2% | +8.9% | +4.0% |
| 30D | -20.1% | -17.9% | -2.2% | -12.6% |
| 3M | -17.0% | -6.0% | -11.0% | -15.8% |
| 6M | -23.2% | -7.4% | -15.9% | -21.7% |
| YTD | -31.0% | +13.1% | -44.1% | -36.6% |
| 1Y | -37.3% | +29.3% | -66.6% | -46.1% |
| 3Y | -5.6% | +389.9% | -395.5% | -49.9% |
| All | -5.6% | +385.3% | -390.9% | -49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling