+55.2%
HYG vs EQNR
+416.8%
-361.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -0.7% | +6.4% | -7.1% | -1.3% |
| 30D | -0.7% | +10.4% | -11.1% | -1.6% |
| 3M | -0.2% | +23.1% | -23.3% | -2.3% |
| 6M | +1.4% | +36.3% | -34.9% | -2.1% |
| YTD | +1.5% | +96.0% | -94.5% | -5.8% |
| 1Y | +2.9% | +94.2% | -91.3% | -4.5% |
| 3Y | +25.6% | +75.3% | -49.6% | +16.8% |
| 5Y | +18.6% | +187.2% | -168.7% | +1.4% |
| All | +55.2% | +416.8% | -361.6% | +15.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling