+1,333.5%
ENTG vs HIG
+307.6%
+1,025.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.6% |
| 3M | -4.8% | 0.0% | -4.9% | -5.6% |
| 6M | +5.6% | +3.8% | +1.8% | +2.4% |
| YTD | +82.4% | +0.7% | +81.7% | +78.2% |
| 1Y | +82.9% | +5.0% | +77.8% | +76.0% |
| 3Y | +62.1% | +95.3% | -33.2% | +26.7% |
| 5Y | +4.3% | +110.8% | -106.5% | -19.9% |
| 10Y | +793.4% | +261.9% | +531.5% | +446.9% |
| All | +1,333.5% | +307.6% | +1,025.9% | +502.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling