-39.2%
NCLH vs THC
+40.9%
-80.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -6.5% | -0.7% | -5.8% | -6.4% |
| 30D | -23.3% | +1.3% | -24.6% | -23.5% |
| 3M | -18.6% | +64.2% | -82.9% | -25.7% |
| 6M | -26.2% | +8.3% | -34.5% | -29.1% |
| YTD | -30.2% | +33.4% | -63.6% | -33.2% |
| 1Y | -39.2% | +37.7% | -76.8% | -43.5% |
| All | -39.2% | +40.9% | -80.0% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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