+2,890.6%
HUBB vs EQNR
+2,025.8%
+864.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.0% |
| 7D | -0.1% | +6.4% | -6.5% | -2.0% |
| 30D | -10.0% | +10.4% | -20.3% | -12.8% |
| 3M | -1.6% | +23.1% | -24.7% | -8.8% |
| 6M | -3.1% | +36.3% | -39.4% | -14.3% |
| YTD | +4.6% | +96.0% | -91.4% | -18.1% |
| 1Y | +3.3% | +94.2% | -90.9% | -19.2% |
| 3Y | +46.6% | +75.3% | -28.7% | +15.0% |
| 5Y | +158.7% | +187.2% | -28.5% | +61.7% |
| 10Y | +443.5% | +415.5% | +28.0% | +162.9% |
| All | +2,890.6% | +2,025.8% | +864.8% | +959.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling