-1.0%
NCLH vs USHY
+1.9%
-2.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.1% | +2.7% |
| 7D | +15.8% | -0.2% | +16.0% | +17.2% |
| 30D | +25.1% | +0.7% | +24.4% | +20.2% |
| 3M | -7.3% | -2.2% | -5.1% | +7.6% |
| 6M | +8.1% | -0.9% | +9.0% | +14.9% |
| YTD | -16.7% | +0.2% | -16.8% | -16.0% |
| 1Y | -1.0% | +1.7% | -2.7% | -6.7% |
| All | -1.0% | +1.9% | -2.9% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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