+743.3%
ENTG vs HST
+143.2%
+600.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.3% | +3.0% | +5.3% |
| 7D | -9.3% | +0.6% | -9.9% | -9.3% |
| 30D | -16.4% | +14.5% | -30.8% | -22.2% |
| 3M | -3.8% | +15.4% | -19.3% | -11.1% |
| 6M | -6.9% | +22.0% | -28.9% | -17.0% |
| YTD | +65.0% | +54.9% | +10.1% | +29.4% |
| 1Y | +61.7% | +54.0% | +7.7% | +27.2% |
| 3Y | +46.6% | +90.4% | -43.8% | +4.7% |
| 5Y | -2.7% | +84.2% | -86.9% | -29.0% |
| 10Y | +743.3% | +144.6% | +598.7% | +479.4% |
| All | +743.3% | +143.2% | +600.0% | +479.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling