+21.8%
ENTG vs XHB
+34.8%
-13.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +3.0% |
| 7D | +8.9% | -1.9% | +10.8% | +11.1% |
| 30D | -0.8% | -8.3% | +7.5% | +8.8% |
| 3M | +6.6% | -7.1% | +13.7% | +16.2% |
| 6M | +22.1% | -5.3% | +27.3% | +30.3% |
| YTD | +70.2% | -3.2% | +73.4% | +77.1% |
| 1Y | +76.7% | -13.9% | +90.6% | +109.0% |
| 3Y | +50.5% | +24.9% | +25.6% | +15.1% |
| 5Y | +21.8% | +34.5% | -12.7% | -16.3% |
| All | +21.8% | +34.8% | -13.0% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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