+182.0%
EQNR vs ALHC
-32.8%
+214.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.7% |
| 7D | +6.4% | -6.9% | +13.3% | +6.5% |
| 30D | +10.4% | -6.7% | +17.1% | +10.4% |
| 3M | +23.1% | -37.7% | +60.8% | +23.6% |
| 6M | +36.3% | -30.0% | +66.3% | +36.6% |
| YTD | +96.0% | -36.2% | +132.1% | +96.6% |
| 1Y | +94.2% | -22.9% | +117.1% | +93.8% |
| 3Y | +75.3% | +138.4% | -63.1% | +64.8% |
| All | +182.0% | -32.8% | +214.8% | +164.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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