+248.6%
HIG vs EQNR
+2,025.8%
-1,777.2%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -1.5% | +6.4% | -7.9% | -4.0% |
| 30D | -0.4% | +10.4% | -10.7% | -4.6% |
| 3M | +6.7% | +23.1% | -16.4% | -3.3% |
| 6M | +2.0% | +36.3% | -34.3% | -13.1% |
| YTD | +0.3% | +96.0% | -95.7% | -27.6% |
| 1Y | +4.2% | +94.2% | -90.0% | -25.0% |
| 3Y | +102.2% | +75.3% | +27.0% | +45.8% |
| 5Y | +118.5% | +187.2% | -68.7% | +16.5% |
| 10Y | +311.1% | +415.5% | -104.3% | +50.5% |
| All | +248.6% | +2,025.8% | -1,777.2% | -7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling