+16.2%
ENTG vs HST
+74.0%
-57.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.3% | +5.9% | +5.9% |
| 7D | +2.8% | -1.0% | +3.9% | +3.8% |
| 30D | -4.7% | -12.3% | +7.6% | +6.1% |
| 3M | -0.7% | -6.4% | +5.6% | +4.0% |
| 6M | +7.7% | +15.0% | -7.3% | -5.4% |
| YTD | +65.1% | +30.5% | +34.6% | +29.9% |
| 1Y | +74.8% | +35.7% | +39.1% | +32.6% |
| 3Y | +36.9% | +68.4% | -31.5% | -13.0% |
| All | +16.2% | +74.0% | -57.8% | -25.9% |
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