+48.4%
ENTG vs HDB
-27.8%
+76.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +2.6% |
| 7D | +8.9% | -2.0% | +11.0% | +9.6% |
| 30D | -7.2% | -4.9% | -2.4% | -6.0% |
| 3M | +6.4% | -2.3% | +8.7% | +6.2% |
| 6M | +25.7% | -23.7% | +49.4% | +35.0% |
| YTD | +67.9% | -38.5% | +106.3% | +90.3% |
| 1Y | +72.4% | -36.5% | +108.8% | +93.0% |
| 3Y | +48.4% | -28.5% | +76.9% | +61.2% |
| All | +48.4% | -27.8% | +76.2% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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