+1,197.2%
ENTG vs HST
+417.9%
+779.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.3% | +5.9% | +6.0% |
| 7D | +2.8% | -1.0% | +3.9% | +3.5% |
| 30D | -4.7% | -12.3% | +7.6% | +2.5% |
| 3M | -0.7% | -6.4% | +5.6% | +2.6% |
| 6M | +7.7% | +15.0% | -7.3% | -0.7% |
| YTD | +65.1% | +30.5% | +34.6% | +41.8% |
| 1Y | +74.8% | +35.7% | +39.1% | +46.7% |
| 3Y | +36.9% | +68.4% | -31.5% | +3.6% |
| 5Y | +16.1% | +73.1% | -57.0% | -13.3% |
| 10Y | +740.3% | +92.7% | +647.6% | +409.9% |
| All | +1,197.2% | +417.9% | +779.3% | +271.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling