+33.0%
HBM vs EQNR
+84.5%
-51.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.2% |
| 7D | -3.6% | -13.9% | +10.2% | -8.1% |
| 30D | -19.2% | +0.9% | -20.1% | -18.6% |
| 3M | -20.5% | +7.4% | -27.9% | -17.8% |
| 6M | -12.8% | +12.6% | -25.5% | -8.1% |
| YTD | +5.4% | +83.7% | -78.3% | +11.7% |
| 1Y | +33.0% | +83.3% | -50.4% | +40.5% |
| All | +33.0% | +84.5% | -51.5% | +40.5% |
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 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