+16.1%
ENTG vs HIG
+118.8%
-102.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.1% | -4.0% |
| 7D | +5.1% | -2.3% | +7.4% | +6.1% |
| 30D | -8.5% | -1.2% | -7.3% | -8.3% |
| 3M | +6.7% | +6.3% | +0.4% | +1.8% |
| 6M | +17.7% | +0.6% | +17.2% | +15.0% |
| YTD | +63.5% | +0.6% | +62.9% | +59.3% |
| 1Y | +73.6% | +6.1% | +67.5% | +62.6% |
| 3Y | +44.6% | +102.0% | -57.4% | -20.0% |
| 5Y | +16.1% | +119.2% | -103.1% | -41.1% |
| All | +16.1% | +118.8% | -102.7% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling