+622.3%
HWM vs EQNR
+183.4%
+439.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | -11.4% | +6.4% | -17.9% | -12.0% |
| 30D | -18.5% | +10.4% | -28.8% | -19.4% |
| 3M | -13.2% | +23.1% | -36.3% | -15.4% |
| 6M | -8.7% | +36.3% | -45.0% | -14.0% |
| YTD | +12.2% | +96.0% | -83.8% | -2.3% |
| 1Y | +24.9% | +94.2% | -69.3% | +8.8% |
| 3Y | +383.9% | +75.3% | +308.7% | +325.3% |
| All | +622.3% | +183.4% | +439.0% | +414.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling