+185.9%
HALO vs EQNR
+72.8%
+113.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | -2.7% | +6.4% | -9.2% | -2.6% |
| 30D | +5.3% | +10.4% | -5.0% | +5.5% |
| 3M | +51.6% | +23.1% | +28.5% | +52.2% |
| 6M | +61.3% | +36.3% | +25.0% | +61.3% |
| YTD | +59.3% | +96.0% | -36.7% | +57.4% |
| 1Y | +38.3% | +94.2% | -56.0% | +36.7% |
| 3Y | +185.9% | +75.3% | +110.6% | +176.1% |
| All | +185.9% | +72.8% | +113.1% | +176.1% |
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 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