+2,016.3%
ENTG vs BAH
+1,056.2%
+960.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.4% | +7.0% | +3.9% |
| 7D | -17.1% | -3.5% | -13.6% | -16.4% |
| 30D | -23.0% | +24.3% | -47.3% | -28.3% |
| 3M | -10.2% | +16.3% | -26.5% | -15.3% |
| 6M | -17.8% | +13.6% | -31.4% | -23.2% |
| YTD | +52.4% | +3.5% | +48.9% | +43.8% |
| 1Y | +49.8% | +2.7% | +47.1% | +41.6% |
| 3Y | +42.1% | -26.6% | +68.7% | +45.8% |
| 5Y | -10.2% | +8.5% | -18.8% | -23.4% |
| 10Y | +756.0% | +225.1% | +530.9% | +361.2% |
| All | +2,016.3% | +1,056.2% | +960.1% | +505.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling