+0.2%
ENTG vs XHB
+28.9%
-28.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.7% | -4.5% | -4.6% |
| 7D | +15.2% | -0.2% | +15.4% | +15.5% |
| 30D | -3.6% | +9.9% | -13.6% | -14.8% |
| 3M | -10.0% | -6.3% | -3.7% | -5.2% |
| 6M | +1.8% | +3.8% | -2.1% | -3.7% |
| YTD | +75.5% | +0.1% | +75.4% | +72.8% |
| 1Y | +82.4% | -0.8% | +83.2% | +81.3% |
| 3Y | +58.5% | +35.6% | +22.9% | +8.2% |
| All | +0.2% | +28.9% | -28.7% | -30.7% |
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