+42.1%
ENTG vs HST
+77.0%
-34.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -17.1% | -2.7% | -14.4% | -14.6% |
| 30D | -23.0% | +10.7% | -33.7% | -30.0% |
| 3M | -10.2% | +6.3% | -16.5% | -15.4% |
| 6M | -17.8% | +19.0% | -36.7% | -32.2% |
| YTD | +52.4% | +47.0% | +5.3% | +0.7% |
| 1Y | +49.8% | +53.4% | -3.7% | -5.7% |
| 3Y | +42.1% | +78.0% | -35.9% | -29.0% |
| All | +42.1% | +77.0% | -34.9% | -29.0% |
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