-37.9%
NCLH vs PHM
+591.7%
-629.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.4% | +0.9% |
| 7D | -0.3% | -2.5% | +2.2% | +1.2% |
| 30D | -20.1% | -9.7% | -10.4% | -15.1% |
| 3M | -17.0% | +2.2% | -19.3% | -18.0% |
| 6M | -23.2% | -5.7% | -17.6% | -20.1% |
| YTD | -31.0% | +2.8% | -33.9% | -32.0% |
| 1Y | -37.3% | -14.4% | -22.8% | -31.5% |
| 3Y | -5.6% | +52.2% | -57.8% | -29.3% |
| 5Y | -37.0% | +154.3% | -191.2% | -65.9% |
| 10Y | -55.3% | +545.9% | -601.1% | -84.9% |
| All | -37.9% | +591.7% | -629.6% | -79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling