-73.0%
NCLH vs USHY
+50.4%
-123.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -2.8% |
| 7D | -4.6% | -0.1% | -4.5% | -4.1% |
| 30D | -19.9% | 0.0% | -19.9% | -19.7% |
| 3M | -22.0% | +0.8% | -22.8% | -24.2% |
| 6M | -28.3% | +1.9% | -30.2% | -32.1% |
| YTD | -33.5% | +2.3% | -35.7% | -37.7% |
| 1Y | -41.5% | +4.1% | -45.6% | -48.7% |
| 3Y | -8.9% | +27.8% | -36.7% | -60.4% |
| 5Y | -40.5% | +21.5% | -62.0% | -65.8% |
| All | -73.0% | +50.4% | -123.4% | -89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling