-11.0%
NCLH vs USHY
+27.0%
-38.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.6% |
| 7D | -4.8% | -0.7% | -4.1% | -1.5% |
| 30D | -21.7% | -0.7% | -21.0% | -18.9% |
| 3M | -22.2% | +0.1% | -22.3% | -22.2% |
| 6M | -27.5% | +1.8% | -29.3% | -32.0% |
| YTD | -33.6% | +1.8% | -35.4% | -37.6% |
| 1Y | -45.0% | +3.3% | -48.3% | -51.6% |
| 3Y | -11.0% | +27.0% | -38.0% | -58.8% |
| All | -11.0% | +27.0% | -38.1% | -58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling