-58.5%
HUBS vs EQNR
+72.8%
-131.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.8% |
| 7D | -9.0% | +6.4% | -15.4% | -9.0% |
| 30D | +7.2% | +10.4% | -3.1% | +7.1% |
| 3M | +20.9% | +23.1% | -2.2% | +19.7% |
| 6M | -13.0% | +36.3% | -49.3% | -14.1% |
| YTD | -43.8% | +96.0% | -139.8% | -46.0% |
| 1Y | -54.6% | +94.2% | -148.9% | -56.3% |
| 3Y | -58.5% | +75.3% | -133.7% | -60.4% |
| All | -58.5% | +72.8% | -131.3% | -60.4% |
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