+48.4%
ENTG vs BAH
-32.1%
+80.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.7% |
| 7D | +8.9% | -4.3% | +13.3% | +9.2% |
| 30D | -7.2% | -4.5% | -2.8% | -7.1% |
| 3M | +6.4% | -7.6% | +14.0% | +8.2% |
| 6M | +25.7% | -10.6% | +36.3% | +27.9% |
| YTD | +67.9% | -12.6% | +80.4% | +70.0% |
| 1Y | +72.4% | -27.0% | +99.3% | +81.3% |
| 3Y | +48.4% | -31.5% | +79.9% | +56.6% |
| All | +48.4% | -32.1% | +80.5% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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