-94.0%
HTZ vs EQNR
+140.4%
-234.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.7% |
| 7D | -8.5% | +2.3% | -10.8% | -8.9% |
| 30D | -18.9% | -5.2% | -13.8% | -18.5% |
| 3M | -36.0% | +7.0% | -43.0% | -37.5% |
| 6M | -74.6% | +14.4% | -89.0% | -75.7% |
| YTD | -70.8% | +87.9% | -158.7% | -76.8% |
| 1Y | -75.3% | +84.8% | -160.0% | -80.2% |
| 3Y | -81.6% | +62.7% | -144.2% | -85.1% |
| All | -94.0% | +140.4% | -234.3% | -95.8% |
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 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