+44.6%
ENTG vs HST
+67.0%
-22.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.3% | +5.9% | +5.9% |
| 7D | +2.8% | -1.0% | +3.9% | +3.9% |
| 30D | -4.7% | -12.3% | +7.6% | +7.4% |
| 3M | -0.7% | -6.4% | +5.6% | +4.2% |
| 6M | +7.7% | +15.0% | -7.3% | -7.8% |
| YTD | +65.1% | +30.5% | +34.6% | +24.3% |
| 1Y | +74.8% | +35.7% | +39.1% | +25.9% |
| All | +44.6% | +67.0% | -22.4% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling