+77.6%
HL vs EQNR
+93.1%
-15.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.4% |
| 7D | -4.4% | +6.4% | -10.8% | -2.3% |
| 30D | +9.3% | +10.4% | -1.1% | +13.0% |
| 3M | +32.0% | +23.1% | +8.9% | +42.6% |
| 6M | -6.4% | +36.3% | -42.7% | +3.4% |
| YTD | +3.1% | +96.0% | -92.8% | +28.0% |
| 1Y | +77.6% | +94.2% | -16.7% | +121.3% |
| All | +77.6% | +93.1% | -15.5% | +121.3% |
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 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