+769.3%
ENTG vs HST
+133.7%
+635.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.7% |
| 7D | +15.2% | +3.6% | +11.6% | +13.0% |
| 30D | -3.6% | +11.2% | -14.8% | -9.0% |
| 3M | -10.0% | +13.1% | -23.0% | -15.9% |
| 6M | +1.8% | +23.9% | -22.1% | -10.1% |
| YTD | +75.5% | +52.3% | +23.2% | +38.8% |
| 1Y | +82.4% | +56.7% | +25.7% | +41.9% |
| 3Y | +58.5% | +87.5% | -29.0% | +14.0% |
| 5Y | +0.4% | +82.8% | -82.4% | -26.5% |
| All | +769.3% | +133.7% | +635.6% | +494.4% |
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