+973.2%
THC vs EQNR
+416.8%
+556.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | -0.5% | +6.4% | -7.0% | -3.2% |
| 30D | -1.2% | +10.4% | -11.5% | -5.5% |
| 3M | +52.3% | +23.1% | +29.2% | +36.3% |
| 6M | +12.4% | +36.3% | -23.9% | -7.4% |
| YTD | +32.7% | +96.0% | -63.3% | -10.6% |
| 1Y | +36.4% | +94.2% | -57.9% | -8.4% |
| 3Y | +259.3% | +75.3% | +184.0% | +143.1% |
| 5Y | +262.7% | +187.2% | +75.4% | +54.3% |
| All | +973.2% | +416.8% | +556.4% | +182.3% |
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