+133.9%
HL vs EQNR
+85.2%
+48.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.9% |
| 7D | +1.5% | +1.7% | -0.2% | +2.1% |
| 30D | +25.1% | +11.5% | +13.6% | +29.5% |
| 3M | +22.9% | +12.9% | +10.0% | +28.6% |
| 6M | -4.9% | +36.0% | -40.9% | +1.6% |
| YTD | +7.8% | +84.1% | -76.3% | +23.7% |
| 1Y | +133.9% | +83.8% | +50.1% | +165.0% |
| All | +133.9% | +85.2% | +48.7% | +165.0% |
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