+1,435.3%
ENTG vs XHB
+172.3%
+1,263.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.7% | -4.5% | -4.4% |
| 7D | +15.2% | -0.2% | +15.4% | +15.5% |
| 30D | -3.6% | +9.9% | -13.6% | -12.8% |
| 3M | -10.0% | -6.3% | -3.7% | -6.2% |
| 6M | +1.8% | +3.8% | -2.1% | -2.4% |
| YTD | +75.5% | +0.1% | +75.4% | +74.3% |
| 1Y | +82.4% | -0.8% | +83.2% | +82.7% |
| 3Y | +58.5% | +35.6% | +22.9% | +22.2% |
| 5Y | +0.4% | +29.6% | -29.2% | -17.3% |
| 10Y | +759.6% | +237.5% | +522.1% | +200.6% |
| All | +1,435.3% | +172.3% | +1,263.0% | +269.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling