+1,197.2%
ENTG vs BHP
+3,366.1%
-2,168.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.3% | +6.5% | +6.4% |
| 7D | +2.8% | -2.9% | +5.7% | +4.6% |
| 30D | -4.7% | +3.4% | -8.1% | -6.8% |
| 3M | -0.7% | +4.1% | -4.8% | -2.7% |
| 6M | +7.7% | +20.6% | -12.9% | -2.9% |
| YTD | +65.1% | +56.1% | +9.0% | +27.5% |
| 1Y | +74.8% | +69.6% | +5.2% | +29.3% |
| 3Y | +36.9% | +78.8% | -41.9% | -1.3% |
| 5Y | +16.1% | +113.1% | -96.9% | -26.7% |
| 10Y | +740.3% | +505.9% | +234.5% | +175.6% |
| All | +1,197.2% | +3,366.1% | -2,168.8% | +64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling