+20.1%
ENTG vs HDB
-37.8%
+57.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +3.0% |
| 7D | +8.9% | -2.0% | +11.0% | +9.9% |
| 30D | -7.2% | -4.9% | -2.4% | -5.4% |
| 3M | +6.4% | -2.3% | +8.7% | +6.2% |
| 6M | +25.7% | -23.7% | +49.4% | +40.6% |
| YTD | +67.9% | -38.5% | +106.3% | +106.8% |
| 1Y | +72.4% | -36.5% | +108.8% | +108.2% |
| 3Y | +48.4% | -28.5% | +76.9% | +65.0% |
| 5Y | +20.1% | -37.4% | +57.4% | +40.1% |
| All | +20.1% | -37.8% | +57.8% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling