+75.0%
HUM vs EQNR
+84.5%
-9.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.3% | +6.6% | +5.3% |
| 7D | +4.6% | -13.9% | +18.5% | +4.2% |
| 30D | +9.6% | +0.9% | +8.7% | +9.7% |
| 3M | +18.4% | +7.4% | +10.9% | +18.7% |
| 6M | +76.9% | +12.6% | +64.2% | +77.4% |
| YTD | +71.0% | +83.7% | -12.7% | +63.8% |
| 1Y | +75.0% | +83.3% | -8.3% | +68.4% |
| All | +75.0% | +84.5% | -9.5% | +68.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling