+1,547.2%
HWM vs EQNR
+391.2%
+1,155.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.8% | -1.9% |
| 7D | -12.5% | +5.7% | -18.3% | -14.6% |
| 30D | -19.0% | +11.3% | -30.3% | -22.6% |
| 3M | -8.6% | +21.5% | -30.1% | -16.6% |
| 6M | -10.2% | +41.8% | -52.0% | -26.0% |
| YTD | +11.3% | +97.3% | -86.0% | -22.0% |
| 1Y | +24.3% | +89.9% | -65.7% | -11.9% |
| 3Y | +382.3% | +76.9% | +305.4% | +238.7% |
| 5Y | +640.6% | +189.2% | +451.4% | +247.1% |
| All | +1,547.2% | +391.2% | +1,155.9% | +440.9% |
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