+58.5%
ENTG vs BHP
+53.3%
+5.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.3% | -2.5% | -2.6% |
| 7D | +15.2% | -0.5% | +15.7% | +16.1% |
| 30D | -3.6% | -4.5% | +0.9% | +1.4% |
| 3M | -10.0% | -6.9% | -3.1% | -3.6% |
| 6M | +1.8% | -10.6% | +12.3% | +13.4% |
| YTD | +75.5% | +37.2% | +38.3% | +29.2% |
| 1Y | +82.4% | +48.0% | +34.4% | +25.0% |
| 3Y | +58.5% | +52.6% | +5.9% | -0.7% |
| All | +58.5% | +53.3% | +5.2% | -0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling