+244.0%
HUT vs EQNR
+87.7%
+156.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -2.1% | +11.3% | +8.4% |
| 7D | +1.1% | +2.7% | -1.6% | +2.2% |
| 30D | -12.9% | +10.0% | -22.9% | -9.5% |
| 3M | -32.9% | +13.5% | -46.4% | -28.2% |
| 6M | +85.1% | +39.2% | +45.8% | +79.7% |
| YTD | +91.8% | +86.6% | +5.1% | +71.7% |
| All | +244.0% | +87.7% | +156.2% | +205.8% |
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