+4.2%
ENTG vs HIG
+109.8%
-105.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +22.8% | -0.1% | +23.0% | +22.8% |
| 30D | -4.9% | +4.4% | -9.2% | -7.0% |
| 3M | -4.8% | 0.0% | -4.9% | -5.7% |
| 6M | +5.6% | +3.8% | +1.8% | +0.9% |
| YTD | +82.4% | +0.7% | +81.7% | +76.5% |
| 1Y | +82.9% | +5.0% | +77.8% | +71.8% |
| 3Y | +62.1% | +95.3% | -33.2% | -8.8% |
| All | +4.2% | +109.8% | -105.6% | -45.9% |
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