-66.4%
HTZ vs EQNR
+89.2%
-155.6%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -6.2% | +15.4% | +7.5% |
| 7D | +18.9% | -10.2% | +29.1% | +16.1% |
| 30D | +26.3% | +1.1% | +25.2% | +26.6% |
| 3M | +49.7% | +10.3% | +39.3% | +52.6% |
| 6M | -61.1% | +5.7% | -66.8% | -61.4% |
| YTD | -56.0% | +87.2% | -143.3% | -56.8% |
| 1Y | -66.4% | +87.4% | -153.8% | -66.5% |
| All | -66.4% | +89.2% | -155.6% | -66.5% |
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