+125.5%
FHN vs EQNR
+416.8%
-291.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | -1.2% | +6.4% | -7.6% | -3.7% |
| 30D | -4.8% | +10.4% | -15.2% | -8.7% |
| 3M | -0.7% | +23.1% | -23.8% | -9.8% |
| 6M | +10.6% | +36.3% | -25.7% | -6.1% |
| YTD | +4.6% | +96.0% | -91.4% | -25.4% |
| 1Y | +11.4% | +94.2% | -82.9% | -20.8% |
| 3Y | +132.3% | +75.3% | +57.0% | +66.0% |
| 5Y | +90.2% | +187.2% | -97.1% | -11.0% |
| All | +125.5% | +416.8% | -291.3% | -31.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling