-40.1%
NCLH vs XHB
+289.8%
-329.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -1.9% |
| 7D | -4.6% | -1.9% | -2.7% | -2.7% |
| 30D | -19.9% | -8.3% | -11.6% | -12.2% |
| 3M | -22.0% | -7.1% | -14.8% | -15.7% |
| 6M | -28.3% | -5.3% | -23.0% | -23.7% |
| YTD | -33.5% | -3.2% | -30.3% | -31.3% |
| 1Y | -41.5% | -13.9% | -27.6% | -31.8% |
| 3Y | -8.9% | +24.9% | -33.8% | -30.7% |
| 5Y | -40.5% | +34.5% | -75.0% | -57.9% |
| 10Y | -57.0% | +215.5% | -272.4% | -86.9% |
| All | -40.1% | +289.8% | -329.9% | -82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling