+332.5%
HBM vs EQNR
+183.4%
+149.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | -3.3% | +6.4% | -9.7% | -5.6% |
| 30D | -4.8% | +10.4% | -15.2% | -8.6% |
| 3M | -0.4% | +23.1% | -23.5% | -9.6% |
| 6M | +17.9% | +36.3% | -18.4% | -3.5% |
| YTD | +33.7% | +96.0% | -62.3% | -12.6% |
| 1Y | +95.6% | +94.2% | +1.4% | +26.9% |
| 3Y | +458.1% | +75.3% | +382.9% | +278.2% |
| All | +332.5% | +183.4% | +149.1% | +112.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling