+821.5%
HUT vs EQNR
+72.8%
+748.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.7% | +9.5% | +8.8% |
| 7D | +5.4% | +6.4% | -1.0% | +5.4% |
| 30D | +8.6% | +10.4% | -1.7% | +8.5% |
| 3M | -15.2% | +23.1% | -38.3% | -15.2% |
| 6M | +92.9% | +36.3% | +56.6% | +79.2% |
| YTD | +114.6% | +96.0% | +18.7% | +75.5% |
| 1Y | +208.5% | +94.2% | +114.3% | +151.5% |
| 3Y | +821.5% | +75.3% | +746.2% | +667.2% |
| All | +821.5% | +72.8% | +748.7% | +667.2% |
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 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