-11.8%
ENTG vs HST
+71.5%
-83.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -17.1% | -2.7% | -14.4% | -14.9% |
| 30D | -23.0% | +10.7% | -33.7% | -29.2% |
| 3M | -10.2% | +6.3% | -16.5% | -14.8% |
| 6M | -17.8% | +19.0% | -36.7% | -30.0% |
| YTD | +52.4% | +47.0% | +5.3% | +8.2% |
| 1Y | +49.8% | +53.4% | -3.7% | +2.3% |
| 3Y | +42.1% | +78.0% | -35.9% | -14.4% |
| All | -11.8% | +71.5% | -83.3% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling