+563.1%
HPE vs EQNR
+416.8%
+146.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.7% | +13.1% | +12.7% |
| 7D | +19.4% | +6.4% | +13.0% | +17.0% |
| 30D | +5.6% | +10.4% | -4.7% | +2.0% |
| 3M | +33.1% | +23.1% | +10.0% | +22.8% |
| 6M | +192.5% | +36.3% | +156.2% | +156.4% |
| YTD | +160.9% | +96.0% | +65.0% | +99.2% |
| 1Y | +155.0% | +94.2% | +60.7% | +94.4% |
| 3Y | +289.4% | +75.3% | +214.1% | +199.3% |
| 5Y | +395.7% | +187.2% | +208.4% | +184.2% |
| All | +563.1% | +416.8% | +146.3% | +180.9% |
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