+49.7%
USHY vs EQNR
+289.2%
-239.5%
-22.4%
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% | +0.1% |
| 7D | -0.7% | +6.4% | -7.1% | -1.2% |
| 30D | -0.7% | +10.4% | -11.0% | -1.5% |
| 3M | +0.1% | +23.1% | -23.0% | -1.8% |
| 6M | +1.8% | +36.3% | -34.5% | -1.4% |
| YTD | +1.8% | +96.0% | -94.2% | -4.9% |
| 1Y | +3.3% | +94.2% | -90.9% | -3.5% |
| 3Y | +27.0% | +75.3% | -48.3% | +18.9% |
| 5Y | +21.0% | +187.2% | -166.2% | +5.1% |
| All | +49.7% | +289.2% | -239.5% | +18.5% |
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