+12.0%
HSY vs EQNR
+183.4%
-171.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | +0.1% | +6.4% | -6.3% | 0.0% |
| 30D | -5.2% | +10.4% | -15.5% | -5.4% |
| 3M | -3.4% | +23.1% | -26.5% | -3.9% |
| 6M | -19.2% | +36.3% | -55.5% | -20.1% |
| YTD | -2.6% | +96.0% | -98.6% | -5.2% |
| 1Y | -3.8% | +94.2% | -98.0% | -6.3% |
| 3Y | -10.6% | +75.3% | -85.9% | -13.0% |
| All | +12.0% | +183.4% | -171.3% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling