+180.7%
HIMS vs EQNR
+265.3%
-84.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.3% |
| 7D | -0.7% | +6.4% | -7.2% | -1.1% |
| 30D | -8.2% | +10.4% | -18.6% | -8.8% |
| 3M | -4.7% | +23.1% | -27.8% | -6.3% |
| 6M | +6.3% | +36.3% | -30.0% | +2.5% |
| YTD | -15.3% | +96.0% | -111.2% | -22.5% |
| 1Y | -46.9% | +94.2% | -141.1% | -51.4% |
| 3Y | +321.3% | +75.3% | +246.0% | +287.9% |
| 5Y | +215.8% | +187.2% | +28.6% | +171.7% |
| All | +180.7% | +265.3% | -84.6% | +131.5% |
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