-40.2%
NCLH vs JHX
+280.7%
-320.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.2% |
| 7D | -4.8% | -6.3% | +1.5% | -1.6% |
| 30D | -21.7% | -7.7% | -13.9% | -18.5% |
| 3M | -22.2% | +19.2% | -41.4% | -29.3% |
| 6M | -27.5% | +38.3% | -65.8% | -38.8% |
| YTD | -33.6% | +37.2% | -70.8% | -44.0% |
| 1Y | -45.0% | +42.3% | -87.3% | -54.9% |
| 3Y | -11.0% | -4.4% | -6.6% | -22.4% |
| 5Y | -39.7% | -26.4% | -13.4% | -40.3% |
| 10Y | -57.0% | +106.3% | -163.3% | -74.1% |
| All | -40.2% | +280.7% | -320.9% | -66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling