+1,232.8%
ENTG vs HDB
+4,256.0%
-3,023.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.7% | +6.8% | +8.2% |
| 7D | -7.6% | +13.7% | -21.3% | -13.3% |
| 30D | -15.5% | +15.8% | -31.3% | -21.8% |
| 3M | -7.8% | +9.2% | -17.1% | -12.8% |
| 6M | -5.9% | +3.2% | -9.1% | -9.1% |
| YTD | +66.7% | -29.4% | +96.1% | +92.6% |
| 1Y | +62.1% | -27.9% | +90.0% | +85.0% |
| 3Y | +56.3% | -5.9% | +62.1% | +52.3% |
| 5Y | -3.8% | -23.5% | +19.7% | +2.7% |
| 10Y | +770.1% | +61.3% | +708.7% | +500.7% |
| All | +1,232.8% | +4,256.0% | -3,023.2% | +161.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling