-52.4%
NCLH vs HWM
+1,258.6%
-1,311.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | +0.2% |
| 7D | +0.2% | +7.3% | -7.1% | -5.1% |
| 30D | +20.8% | +1.6% | +19.2% | +17.9% |
| 3M | -8.1% | -21.9% | +13.7% | +8.1% |
| 6M | +11.8% | -19.0% | +30.9% | +26.9% |
| YTD | -19.5% | +7.9% | -27.5% | -28.1% |
| 1Y | -3.2% | +9.9% | -13.2% | -14.8% |
| 3Y | +37.1% | +342.1% | -305.0% | -64.0% |
| 5Y | -29.9% | +600.8% | -630.7% | -87.1% |
| 10Y | -53.3% | +1,493.8% | -1,547.1% | -95.1% |
| All | -52.4% | +1,258.6% | -1,311.0% | -95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling