+40.4%
NCLH vs THC
+450.2%
-409.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +6.3% | +8.8% | -2.6% | +3.9% |
| 30D | +18.9% | +10.0% | +8.8% | +15.8% |
| 3M | -0.2% | +11.7% | -11.9% | -3.3% |
| 6M | +8.4% | +52.5% | -44.1% | -3.9% |
| YTD | -17.1% | +46.1% | -63.1% | -25.8% |
| 1Y | -2.8% | +49.1% | -51.9% | -13.9% |
| 3Y | +40.4% | +439.6% | -399.2% | -20.8% |
| All | +40.4% | +450.2% | -409.7% | -20.8% |
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