+2.6%
HAL vs EQNR
+416.8%
-414.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | 0.0% |
| 7D | -3.3% | +6.4% | -9.8% | -8.8% |
| 30D | +8.2% | +10.4% | -2.2% | -1.5% |
| 3M | -9.4% | +23.1% | -32.5% | -26.6% |
| 6M | +0.6% | +36.3% | -35.7% | -28.3% |
| YTD | +28.6% | +96.0% | -67.4% | -36.7% |
| 1Y | +63.9% | +94.2% | -30.3% | -18.9% |
| 3Y | -7.1% | +75.3% | -82.4% | -51.5% |
| 5Y | +102.3% | +187.2% | -84.9% | -42.8% |
| All | +2.6% | +416.8% | -414.2% | -83.1% |
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