+403.8%
HUT vs EQNR
+235.0%
+168.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.3% | -5.4% |
| 7D | +2.8% | +5.7% | -2.9% | +0.5% |
| 30D | +2.1% | +11.3% | -9.2% | -2.5% |
| 3M | -14.3% | +21.5% | -35.8% | -22.1% |
| 6M | +84.2% | +41.8% | +42.4% | +48.1% |
| YTD | +97.2% | +97.3% | -0.1% | +33.4% |
| 1Y | +192.7% | +89.9% | +102.8% | +100.1% |
| 3Y | +712.6% | +76.9% | +635.7% | +457.7% |
| 5Y | +85.5% | +189.2% | -103.7% | -10.8% |
| All | +403.8% | +235.0% | +168.8% | +97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling