-5.6%
NCLH vs THC
+253.4%
-259.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.5% |
| 7D | -0.3% | -2.6% | +2.3% | +0.4% |
| 30D | -20.1% | -1.2% | -18.9% | -19.8% |
| 3M | -17.0% | +58.9% | -76.0% | -27.3% |
| 6M | -23.2% | +9.3% | -32.6% | -25.7% |
| YTD | -31.0% | +30.4% | -61.4% | -36.6% |
| 1Y | -37.3% | +34.6% | -71.9% | -43.2% |
| 3Y | -5.6% | +246.7% | -252.2% | -45.2% |
| All | -5.6% | +253.4% | -259.0% | -45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling