-1.0%
NCLH vs JHX
+44.7%
-45.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +8.3% | -1.5% | +1.8% |
| 7D | +15.8% | +13.3% | +2.5% | +7.8% |
| 30D | +25.1% | +17.1% | +7.9% | +14.2% |
| 3M | -7.3% | +4.1% | -11.4% | -9.9% |
| 6M | +8.1% | +48.5% | -40.4% | -15.4% |
| YTD | -16.7% | +42.3% | -58.9% | -35.0% |
| 1Y | -1.0% | +47.4% | -48.4% | -24.2% |
| All | -1.0% | +44.7% | -45.7% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 1y: compounded portfolio wealth divided by compounded JHX 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…
1y analysis · Full analysis span regression · 6 months rolling