-58.7%
NCLH vs THC
+1,021.1%
-1,079.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.1% |
| 7D | -6.5% | 0.0% | -6.5% | -6.6% |
| 30D | -22.1% | +1.5% | -23.6% | -22.7% |
| 3M | -18.7% | +59.9% | -78.6% | -33.3% |
| 6M | -28.4% | +11.0% | -39.4% | -32.4% |
| YTD | -34.7% | +32.6% | -67.3% | -43.2% |
| 1Y | -42.7% | +37.4% | -80.1% | -51.3% |
| 3Y | -10.6% | +252.5% | -263.2% | -51.3% |
| 5Y | -40.7% | +262.3% | -303.1% | -69.8% |
| All | -58.7% | +1,021.1% | -1,079.8% | -87.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling