-7.1%
HAL vs EQNR
+72.8%
-79.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.3% |
| 7D | -3.3% | +6.4% | -9.8% | -6.8% |
| 30D | +8.2% | +10.4% | -2.2% | +2.1% |
| 3M | -9.4% | +23.1% | -32.5% | -20.3% |
| 6M | +0.6% | +36.3% | -35.7% | -18.5% |
| YTD | +28.6% | +96.0% | -67.4% | -19.3% |
| 1Y | +63.9% | +94.2% | -30.3% | +3.4% |
| 3Y | -7.1% | +75.3% | -82.4% | -37.2% |
| All | -7.1% | +72.8% | -79.9% | -37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling