+206.4%
HD vs EQNR
+416.8%
-210.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | -3.8% | +6.4% | -10.3% | -4.8% |
| 30D | -9.4% | +10.4% | -19.8% | -10.9% |
| 3M | -4.6% | +23.1% | -27.7% | -8.3% |
| 6M | -10.1% | +36.3% | -46.4% | -16.4% |
| YTD | -8.3% | +96.0% | -104.3% | -21.3% |
| 1Y | -25.0% | +94.2% | -119.2% | -35.6% |
| 3Y | +1.5% | +75.3% | -73.7% | -12.5% |
| 5Y | +5.6% | +187.2% | -181.6% | -24.6% |
| All | +206.4% | +416.8% | -210.4% | +71.3% |
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