+65.2%
HAS vs EQNR
+89.2%
-24.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.2% | +9.3% | +2.3% |
| 7D | +2.4% | -10.2% | +12.6% | +1.2% |
| 30D | +31.6% | +1.1% | +30.5% | +32.0% |
| 3M | +33.9% | +10.3% | +23.5% | +36.0% |
| 6M | +31.4% | +5.7% | +25.8% | +33.7% |
| YTD | +51.6% | +87.2% | -35.6% | +62.0% |
| 1Y | +65.2% | +87.4% | -22.2% | +76.3% |
| All | +65.2% | +89.2% | -24.0% | +76.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling