+37.1%
NCLH vs HWM
+348.7%
-311.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.1% |
| 7D | +0.2% | +7.3% | -7.1% | -3.1% |
| 30D | +20.8% | +1.6% | +19.2% | +19.0% |
| 3M | -8.1% | -21.9% | +13.7% | +2.4% |
| 6M | +11.8% | -19.0% | +30.9% | +21.7% |
| YTD | -19.5% | +7.9% | -27.5% | -24.9% |
| 1Y | -3.2% | +9.9% | -13.2% | -10.5% |
| 3Y | +37.1% | +342.1% | -305.0% | -30.3% |
| All | +37.1% | +348.7% | -311.6% | -30.3% |
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