+22.6%
XHB vs EQNR
+72.8%
-50.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.6% |
| 7D | -4.6% | +6.4% | -11.1% | -4.3% |
| 30D | -9.1% | +10.4% | -19.5% | -8.7% |
| 3M | -8.6% | +23.1% | -31.6% | -7.5% |
| 6M | -4.0% | +36.3% | -40.3% | -5.0% |
| YTD | -3.9% | +96.0% | -99.9% | -9.3% |
| 1Y | -16.5% | +94.2% | -110.7% | -21.2% |
| 3Y | +22.6% | +75.3% | -52.7% | +14.0% |
| All | +22.6% | +72.8% | -50.2% | +14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling