-45.0%
NCLH vs XHB
-14.9%
-30.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +0.2% |
| 7D | -4.8% | -4.6% | -0.2% | -0.4% |
| 30D | -21.7% | -9.1% | -12.5% | -14.0% |
| 3M | -22.2% | -8.6% | -13.7% | -15.5% |
| 6M | -27.5% | -4.0% | -23.5% | -25.4% |
| YTD | -33.6% | -3.9% | -29.7% | -31.8% |
| 1Y | -45.0% | -16.5% | -28.5% | -41.9% |
| All | -45.0% | -14.9% | -30.1% | -41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling