+46.6%
HUBB vs EQNR
+72.8%
-26.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.8% |
| 7D | -0.1% | +6.4% | -6.5% | 0.0% |
| 30D | -10.0% | +10.4% | -20.3% | -9.9% |
| 3M | -1.6% | +23.1% | -24.7% | -1.5% |
| 6M | -3.1% | +36.3% | -39.4% | -4.6% |
| YTD | +4.6% | +96.0% | -91.4% | -0.8% |
| 1Y | +3.3% | +94.2% | -90.9% | -2.1% |
| 3Y | +46.6% | +75.3% | -28.7% | +38.1% |
| All | +46.6% | +72.8% | -26.2% | +38.1% |
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