+769.3%
ENTG vs HBM
+281.1%
+488.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.7% | -3.4% |
| 7D | +15.2% | +2.2% | +12.9% | +14.4% |
| 30D | -3.6% | -11.8% | +8.2% | +1.0% |
| 3M | -10.0% | -19.2% | +9.3% | -3.0% |
| 6M | +1.8% | -22.9% | +24.7% | +11.0% |
| YTD | +75.5% | +7.8% | +67.7% | +70.0% |
| 1Y | +82.4% | +34.9% | +47.5% | +64.9% |
| 3Y | +58.5% | +422.2% | -363.7% | -5.9% |
| 5Y | +0.4% | +192.8% | -192.5% | -34.2% |
| All | +769.3% | +281.1% | +488.2% | +349.5% |
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