-25.3%
NCLH vs THC
+680.3%
-705.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +6.3% | +8.8% | -2.6% | +3.1% |
| 30D | +18.9% | +10.0% | +8.8% | +14.9% |
| 3M | -0.2% | +11.7% | -11.9% | -4.3% |
| 6M | +8.4% | +52.5% | -44.1% | -8.1% |
| YTD | -17.1% | +46.1% | -63.1% | -29.3% |
| 1Y | -2.8% | +49.1% | -51.9% | -18.2% |
| 3Y | +40.4% | +439.6% | -399.2% | -29.9% |
| 5Y | -30.8% | +263.2% | -293.9% | -61.8% |
| 10Y | -51.3% | +1,900.5% | -1,951.7% | -85.2% |
| All | -25.3% | +680.3% | -705.6% | -73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling