+60.5%
HAS vs EQNR
+416.8%
-356.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | -1.1% | +6.4% | -7.5% | -2.6% |
| 30D | -2.8% | +10.4% | -13.2% | -5.2% |
| 3M | +10.1% | +23.1% | -13.0% | +4.0% |
| 6M | -1.4% | +36.3% | -37.7% | -10.5% |
| YTD | +14.2% | +96.0% | -81.8% | -6.7% |
| 1Y | +18.2% | +94.2% | -76.0% | -3.5% |
| 3Y | +48.6% | +75.3% | -26.7% | +22.3% |
| 5Y | +14.2% | +187.2% | -173.0% | -24.6% |
| All | +60.5% | +416.8% | -356.4% | -18.5% |
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