-26.7%
HDB vs EQNR
+72.8%
-99.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.7% | +7.6% | +6.9% |
| 7D | +0.7% | +6.4% | -5.7% | +0.7% |
| 30D | +1.0% | +10.4% | -9.4% | +1.0% |
| 3M | -2.0% | +23.1% | -25.1% | -2.0% |
| 6M | -18.1% | +36.3% | -54.4% | -19.8% |
| YTD | -36.1% | +96.0% | -132.1% | -40.9% |
| 1Y | -34.0% | +94.2% | -128.3% | -39.0% |
| 3Y | -26.7% | +75.3% | -102.0% | -31.8% |
| All | -26.7% | +72.8% | -99.5% | -31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling