+256.9%
HL vs EQNR
+416.8%
-159.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | -4.4% | +6.4% | -10.8% | -7.0% |
| 30D | +9.3% | +10.4% | -1.1% | +4.3% |
| 3M | +32.0% | +23.1% | +8.9% | +17.8% |
| 6M | -6.4% | +36.3% | -42.7% | -23.7% |
| YTD | +3.1% | +96.0% | -92.8% | -31.2% |
| 1Y | +77.6% | +94.2% | -16.7% | +17.6% |
| 3Y | +392.8% | +75.3% | +317.6% | +235.8% |
| 5Y | +234.1% | +187.2% | +46.9% | +61.2% |
| All | +256.9% | +416.8% | -159.9% | +3.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling