+72.8%
HCA vs EQNR
+183.4%
-110.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.0% | +1.4% |
| 7D | +5.4% | +6.4% | -1.0% | +5.0% |
| 30D | +3.0% | +10.4% | -7.4% | +2.3% |
| 3M | +13.0% | +23.1% | -10.1% | +11.1% |
| 6M | -20.3% | +36.3% | -56.5% | -23.0% |
| YTD | -8.2% | +96.0% | -104.2% | -15.5% |
| 1Y | +6.7% | +94.2% | -87.5% | -1.8% |
| 3Y | +60.4% | +75.3% | -14.9% | +48.1% |
| All | +72.8% | +183.4% | -110.6% | +52.2% |
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