-58.0%
NCLH vs XHB
+215.4%
-273.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | -0.1% |
| 7D | -4.8% | -4.6% | -0.2% | +0.4% |
| 30D | -21.7% | -9.1% | -12.5% | -12.6% |
| 3M | -22.2% | -8.6% | -13.7% | -14.3% |
| 6M | -27.5% | -4.0% | -23.5% | -23.8% |
| YTD | -33.6% | -3.9% | -29.7% | -30.9% |
| 1Y | -45.0% | -16.5% | -28.5% | -33.1% |
| 3Y | -11.0% | +22.6% | -33.6% | -33.8% |
| 5Y | -39.7% | +33.9% | -73.7% | -59.7% |
| All | -58.0% | +215.4% | -273.4% | -90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling