-12.5%
NCLH vs XHB
+21.1%
-33.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.5% | +0.3% |
| 7D | -6.5% | -5.2% | -1.3% | -1.8% |
| 30D | -22.1% | -12.1% | -9.9% | -12.1% |
| 3M | -18.7% | -6.2% | -12.5% | -13.8% |
| 6M | -28.4% | -6.7% | -21.7% | -23.3% |
| YTD | -34.7% | -5.5% | -29.3% | -31.3% |
| 1Y | -42.7% | -15.6% | -27.1% | -33.3% |
| All | -12.5% | +21.1% | -33.7% | -30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling