-40.7%
NCLH vs XHB
+30.4%
-71.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.5% | +0.5% |
| 7D | -6.5% | -5.2% | -1.3% | -1.3% |
| 30D | -22.1% | -12.1% | -9.9% | -11.0% |
| 3M | -18.7% | -6.2% | -12.5% | -13.4% |
| 6M | -28.4% | -6.7% | -21.7% | -22.8% |
| YTD | -34.7% | -5.5% | -29.3% | -31.0% |
| 1Y | -42.7% | -15.6% | -27.1% | -32.1% |
| 3Y | -10.6% | +22.0% | -32.6% | -31.7% |
| 5Y | -40.7% | +31.8% | -72.6% | -60.0% |
| All | -40.7% | +30.4% | -71.2% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling