-34.0%
HDB vs EQNR
+93.1%
-127.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.7% | +7.6% | +6.7% |
| 7D | +0.7% | +6.4% | -5.7% | +1.9% |
| 30D | +1.0% | +10.4% | -9.4% | +3.0% |
| 3M | -2.0% | +23.1% | -25.1% | +2.5% |
| 6M | -18.1% | +36.3% | -54.4% | -14.8% |
| YTD | -36.1% | +96.0% | -132.1% | -35.7% |
| 1Y | -34.0% | +94.2% | -128.3% | -33.9% |
| All | -34.0% | +93.1% | -127.2% | -33.9% |
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