+75.6%
HST vs EQNR
+89.2%
-13.6%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.2% | +7.5% | +0.5% |
| 7D | +3.3% | -10.2% | +13.5% | +2.0% |
| 30D | +16.4% | +1.1% | +15.3% | +16.6% |
| 3M | +5.5% | +10.3% | -4.9% | +7.2% |
| 6M | +31.1% | +5.7% | +25.5% | +32.9% |
| YTD | +55.9% | +87.2% | -31.3% | +48.7% |
| 1Y | +75.6% | +87.4% | -11.8% | +67.6% |
| All | +75.6% | +89.2% | -13.6% | +67.6% |
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