-1.0%
NCLH vs PHM
+16.2%
-17.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +7.2% | -0.4% | +1.2% |
| 7D | +15.8% | +13.6% | +2.2% | +5.0% |
| 30D | +25.1% | +19.3% | +5.8% | +8.9% |
| 3M | -7.3% | +3.5% | -10.8% | -9.9% |
| 6M | +8.1% | +18.6% | -10.5% | -5.3% |
| YTD | -16.7% | +16.7% | -33.4% | -26.0% |
| 1Y | -1.0% | +14.6% | -15.6% | -12.5% |
| All | -1.0% | +16.2% | -17.2% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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