-39.2%
NCLH vs PHM
-6.9%
-32.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -6.5% | -3.2% | -3.3% | -4.2% |
| 30D | -23.3% | -6.4% | -16.9% | -19.4% |
| 3M | -18.6% | +5.5% | -24.1% | -21.3% |
| 6M | -26.2% | -5.4% | -20.8% | -25.4% |
| YTD | -30.2% | +6.6% | -36.8% | -32.7% |
| 1Y | -39.2% | -8.8% | -30.3% | -40.4% |
| All | -39.2% | -6.9% | -32.2% | -40.4% |
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