+66.5%
HST vs EQNR
+72.8%
-6.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.5% |
| 7D | +0.9% | +6.4% | -5.6% | +0.5% |
| 30D | -2.5% | +10.4% | -12.8% | -3.1% |
| 3M | -5.1% | +23.1% | -28.2% | -6.7% |
| 6M | +21.6% | +36.3% | -14.7% | +16.0% |
| YTD | +31.6% | +96.0% | -64.3% | +16.4% |
| 1Y | +36.1% | +94.2% | -58.1% | +20.4% |
| 3Y | +66.5% | +75.3% | -8.8% | +46.8% |
| All | +66.5% | +72.8% | -6.3% | +46.8% |
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