+938.5%
HOOD vs EQNR
+72.8%
+865.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | -7.8% | +6.4% | -14.3% | -7.7% |
| 30D | +18.6% | +10.4% | +8.3% | +18.7% |
| 3M | +22.1% | +23.1% | -1.0% | +22.0% |
| 6M | +43.1% | +36.3% | +6.8% | +37.6% |
| YTD | -0.5% | +96.0% | -96.4% | -12.0% |
| 1Y | -4.4% | +94.2% | -98.6% | -15.8% |
| 3Y | +938.5% | +75.3% | +863.2% | +801.3% |
| All | +938.5% | +72.8% | +865.7% | +801.3% |
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 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