+223.3%
HOOD vs EQNR
+230.4%
-7.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -7.8% | +6.4% | -14.3% | -8.5% |
| 30D | +18.6% | +10.4% | +8.3% | +17.0% |
| 3M | +22.1% | +23.1% | -1.0% | +18.1% |
| 6M | +43.1% | +36.3% | +6.8% | +32.6% |
| YTD | -0.5% | +96.0% | -96.4% | -16.1% |
| 1Y | -4.4% | +94.2% | -98.6% | -19.6% |
| 3Y | +938.5% | +75.3% | +863.2% | +781.0% |
| 5Y | +173.4% | +187.2% | -13.8% | +94.1% |
| All | +223.3% | +230.4% | -7.1% | +137.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling