-41.6%
NCLH vs THC
+35.8%
-77.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.9% | -7.4% | -4.2% |
| 7D | -4.6% | +4.1% | -8.7% | -5.4% |
| 30D | -19.9% | +3.5% | -23.5% | -20.5% |
| 3M | -22.0% | +61.7% | -83.7% | -28.3% |
| 6M | -28.3% | +11.8% | -40.1% | -31.4% |
| YTD | -33.5% | +35.4% | -68.9% | -36.3% |
| All | -41.6% | +35.8% | -77.4% | -45.4% |
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