+239.3%
EQNR vs ALHC
-33.0%
+272.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.2% |
| 7D | +5.7% | -5.8% | +11.5% | +5.8% |
| 30D | +11.3% | -3.3% | +14.6% | +11.3% |
| 3M | +21.5% | -37.9% | +59.4% | +22.0% |
| 6M | +41.8% | -29.5% | +71.3% | +42.1% |
| YTD | +97.3% | -35.4% | +132.7% | +97.9% |
| 1Y | +89.9% | -22.4% | +112.3% | +89.6% |
| 3Y | +76.9% | +146.3% | -69.5% | +67.0% |
| 5Y | +189.2% | -32.0% | +221.2% | +178.2% |
| All | +239.3% | -33.0% | +272.4% | +217.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling