+764.3%
ENTG vs HBM
+622.7%
+141.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -7.5% | +3.6% | -1.5% |
| 7D | +5.1% | -3.7% | +8.9% | +6.3% |
| 30D | -8.5% | -3.7% | -4.9% | -7.7% |
| 3M | +6.7% | +8.0% | -1.3% | +3.8% |
| 6M | +17.7% | +15.8% | +2.0% | +11.6% |
| YTD | +63.5% | +34.4% | +29.1% | +46.4% |
| 1Y | +73.6% | +98.2% | -24.6% | +37.6% |
| 3Y | +44.6% | +476.6% | -432.0% | -18.1% |
| 5Y | +16.1% | +331.1% | -315.0% | -32.6% |
| All | +764.3% | +622.7% | +141.6% | +263.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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