-45.0%
NCLH vs JHX
+43.8%
-88.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.2% |
| 7D | -4.8% | -6.3% | +1.5% | -1.4% |
| 30D | -21.7% | -7.7% | -13.9% | -18.2% |
| 3M | -22.2% | +19.2% | -41.4% | -29.9% |
| 6M | -27.5% | +38.3% | -65.8% | -40.8% |
| YTD | -33.6% | +37.2% | -70.8% | -45.8% |
| 1Y | -45.0% | +42.3% | -87.3% | -55.7% |
| All | -45.0% | +43.8% | -88.8% | -55.7% |
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