+358.9%
ENTG vs USHY
+49.7%
+309.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.1% | +2.1% |
| 7D | +1.2% | -0.7% | +1.9% | +3.3% |
| 30D | -12.9% | -0.7% | -12.2% | -11.0% |
| 3M | -3.1% | +0.1% | -3.1% | -2.6% |
| 6M | +21.0% | +1.8% | +19.2% | +16.8% |
| YTD | +67.0% | +1.8% | +65.2% | +61.9% |
| 1Y | +68.6% | +3.3% | +65.3% | +57.7% |
| 3Y | +48.6% | +27.0% | +21.7% | -16.6% |
| 5Y | +18.6% | +21.0% | -2.4% | -20.9% |
| All | +358.9% | +49.7% | +309.1% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 10y: compounded portfolio wealth divided by compounded USHY 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…
10y analysis · Full analysis span regression · 6 months rolling