-40.5%
NCLH vs HWM
+658.8%
-699.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.9% |
| 7D | -4.6% | -8.0% | +3.4% | +0.6% |
| 30D | -19.9% | -18.0% | -1.9% | -8.6% |
| 3M | -22.0% | -9.5% | -12.5% | -18.1% |
| 6M | -28.3% | -8.4% | -19.9% | -25.7% |
| YTD | -33.5% | +13.6% | -47.1% | -42.2% |
| 1Y | -41.5% | +30.2% | -71.7% | -54.6% |
| 3Y | -8.9% | +392.2% | -401.1% | -81.5% |
| 5Y | -40.5% | +645.2% | -685.6% | -92.7% |
| All | -40.5% | +658.8% | -699.3% | -92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling