+770.1%
ENTG vs HAS
+106.1%
+664.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.7% | +7.7% | +8.6% |
| 7D | -7.6% | +2.2% | -9.8% | -8.5% |
| 30D | -15.5% | +29.6% | -45.0% | -26.3% |
| 3M | -7.8% | +30.3% | -38.1% | -20.2% |
| 6M | -5.9% | +25.6% | -31.5% | -17.9% |
| YTD | +66.7% | +50.8% | +15.9% | +32.0% |
| 1Y | +62.1% | +63.0% | -0.9% | +23.3% |
| 3Y | +56.3% | +211.6% | -155.3% | -13.9% |
| 5Y | -3.8% | +50.4% | -54.2% | -26.4% |
| 10Y | +770.1% | +101.9% | +668.2% | +473.7% |
| All | +770.1% | +106.1% | +664.0% | +473.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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