+99.3%
HLT vs EQNR
+72.8%
+26.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -1.6% | +6.4% | -8.0% | -1.4% |
| 30D | -5.0% | +10.4% | -15.4% | -4.8% |
| 3M | -10.4% | +23.1% | -33.5% | -9.9% |
| 6M | +3.2% | +36.3% | -33.0% | +2.4% |
| YTD | +6.7% | +96.0% | -89.2% | +2.2% |
| 1Y | +10.3% | +94.2% | -84.0% | +5.6% |
| 3Y | +99.3% | +75.3% | +24.1% | +89.0% |
| All | +99.3% | +72.8% | +26.5% | +89.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling