-45.0%
NCLH vs PHM
-12.7%
-32.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +0.5% |
| 7D | -4.8% | -5.0% | +0.2% | -1.2% |
| 30D | -21.7% | -8.4% | -13.2% | -16.3% |
| 3M | -22.2% | -4.4% | -17.8% | -19.5% |
| 6M | -27.5% | -3.7% | -23.8% | -26.3% |
| YTD | -33.6% | +1.3% | -34.9% | -33.7% |
| 1Y | -45.0% | -14.0% | -31.0% | -44.3% |
| All | -45.0% | -12.7% | -32.3% | -44.3% |
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