-86.3%
HTZ vs EQNR
+69.2%
-155.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.1% | -8.1% | -5.5% |
| 7D | -2.5% | -1.9% | -0.6% | -2.2% |
| 30D | -3.7% | +12.6% | -16.3% | -5.7% |
| 3M | -57.0% | +16.5% | -73.5% | -58.3% |
| 6M | -47.0% | +31.8% | -78.7% | -51.8% |
| YTD | -57.5% | +89.8% | -147.3% | -66.6% |
| 1Y | -63.5% | +87.6% | -151.0% | -71.4% |
| 3Y | -86.3% | +70.1% | -156.5% | -89.4% |
| All | -86.3% | +69.2% | -155.6% | -89.4% |
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