-28.4%
BAH vs EQNR
+72.8%
-101.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +4.3% | +6.4% | -2.2% | +3.6% |
| 30D | -2.5% | +10.4% | -12.8% | -3.4% |
| 3M | -0.9% | +23.1% | -24.0% | -3.3% |
| 6M | +1.5% | +36.3% | -34.8% | -1.9% |
| YTD | -8.0% | +96.0% | -103.9% | -13.7% |
| 1Y | -24.7% | +94.2% | -119.0% | -29.3% |
| 3Y | -28.4% | +75.3% | -103.7% | -32.4% |
| All | -28.4% | +72.8% | -101.2% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 EQNR 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