+782.9%
ENTG vs BHP
+496.8%
+286.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | +1.2% | -3.6% | +4.8% | +3.6% |
| 30D | -12.9% | -1.2% | -11.7% | -12.6% |
| 3M | -3.1% | +1.2% | -4.3% | -4.1% |
| 6M | +21.0% | +21.4% | -0.4% | +7.1% |
| YTD | +67.0% | +50.4% | +16.6% | +28.8% |
| 1Y | +68.6% | +67.5% | +1.1% | +22.2% |
| 3Y | +48.6% | +72.8% | -24.2% | +5.6% |
| 5Y | +18.6% | +112.6% | -94.0% | -27.8% |
| All | +782.9% | +496.8% | +286.1% | +214.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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