+152.3%
HUM vs EQNR
+416.8%
-264.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.4% |
| 7D | +2.1% | +6.4% | -4.4% | +0.9% |
| 30D | +5.4% | +10.4% | -5.0% | +3.4% |
| 3M | +11.4% | +23.1% | -11.7% | +6.6% |
| 6M | +141.5% | +36.3% | +105.2% | +125.0% |
| YTD | +61.2% | +96.0% | -34.8% | +38.6% |
| 1Y | +49.2% | +94.2% | -45.1% | +28.5% |
| 3Y | -9.0% | +75.3% | -84.3% | -21.7% |
| 5Y | +7.2% | +187.2% | -180.0% | -24.5% |
| All | +152.3% | +416.8% | -264.5% | +39.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling