-0.9%
HCA vs EQNR
+85.2%
-86.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -1.2% |
| 7D | -3.1% | +1.7% | -4.8% | -2.8% |
| 30D | -1.1% | +11.5% | -12.6% | +0.4% |
| 3M | +12.2% | +12.9% | -0.7% | +14.2% |
| 6M | -25.3% | +36.0% | -61.3% | -23.2% |
| YTD | -12.9% | +84.1% | -97.1% | -9.9% |
| 1Y | -0.9% | +83.8% | -84.7% | +3.8% |
| All | -0.9% | +85.2% | -86.2% | +3.8% |
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