-37.0%
NCLH vs THC
+248.0%
-284.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.3% |
| 7D | -0.3% | -2.6% | +2.3% | +0.6% |
| 30D | -20.1% | -1.2% | -18.9% | -19.8% |
| 3M | -17.0% | +58.9% | -76.0% | -30.5% |
| 6M | -23.2% | +9.3% | -32.6% | -26.6% |
| YTD | -31.0% | +30.4% | -61.4% | -38.7% |
| 1Y | -37.3% | +34.6% | -71.9% | -45.4% |
| 3Y | -5.6% | +246.7% | -252.2% | -48.0% |
| 5Y | -37.0% | +244.5% | -281.5% | -65.0% |
| All | -37.0% | +248.0% | -284.9% | -65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling