+64.7%
ENTG vs HIG
+95.3%
-30.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +22.8% | -0.1% | +23.0% | +22.8% |
| 30D | -4.9% | +4.4% | -9.2% | -4.6% |
| 3M | -4.8% | 0.0% | -4.9% | -4.6% |
| 6M | +5.6% | +3.8% | +1.8% | +5.0% |
| YTD | +82.4% | +0.7% | +81.7% | +82.6% |
| 1Y | +82.9% | +5.0% | +77.8% | +80.3% |
| All | +64.7% | +95.3% | -30.5% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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