+20.1%
ENTG vs BAH
-2.8%
+22.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.8% |
| 7D | +8.9% | -4.3% | +13.3% | +9.5% |
| 30D | -7.2% | -4.5% | -2.8% | -6.8% |
| 3M | +6.4% | -7.6% | +14.0% | +8.0% |
| 6M | +25.7% | -10.6% | +36.3% | +27.6% |
| YTD | +67.9% | -12.6% | +80.4% | +69.5% |
| 1Y | +72.4% | -27.0% | +99.3% | +82.2% |
| 3Y | +48.4% | -31.5% | +79.9% | +52.9% |
| 5Y | +20.1% | -3.8% | +23.9% | +4.2% |
| All | +20.1% | -2.8% | +22.9% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling