+1,333.5%
ENTG vs HRB
+1,369.4%
-35.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +22.8% | -7.8% | +30.6% | +26.1% |
| 30D | -4.9% | +15.7% | -20.6% | -10.9% |
| 3M | -4.8% | -5.5% | +0.7% | -4.9% |
| 6M | +5.6% | +41.1% | -35.5% | -11.8% |
| YTD | +82.4% | +20.4% | +62.0% | +56.4% |
| 1Y | +82.9% | +15.2% | +67.6% | +59.5% |
| 3Y | +62.1% | +24.3% | +37.8% | +31.9% |
| 5Y | +4.3% | +144.7% | -140.4% | -37.3% |
| 10Y | +793.4% | +227.8% | +565.6% | +305.2% |
| All | +1,333.5% | +1,369.4% | -35.9% | +158.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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