+922.6%
BAH vs EQNR
+403.5%
+519.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.1% | +4.9% |
| 7D | +2.4% | +5.7% | -3.3% | +1.4% |
| 30D | -2.9% | +11.3% | -14.2% | -4.8% |
| 3M | -1.3% | +21.5% | -22.8% | -5.0% |
| 6M | -0.9% | +41.8% | -42.7% | -7.7% |
| YTD | -8.2% | +97.3% | -105.6% | -19.7% |
| 1Y | -24.0% | +89.9% | -113.9% | -33.1% |
| 3Y | -28.1% | +76.9% | -105.0% | -36.9% |
| 5Y | +2.5% | +189.2% | -186.7% | -20.9% |
| 10Y | +205.5% | +419.0% | -213.5% | +94.3% |
| All | +922.6% | +403.5% | +519.0% | +531.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling