+945.2%
HD vs ENTG
+1,131.8%
-186.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -2.4% |
| 7D | +4.3% | -17.1% | +21.4% | +7.8% |
| 30D | +20.2% | -23.0% | +43.2% | +25.2% |
| 3M | -1.0% | -10.2% | +9.2% | -0.7% |
| 6M | +7.9% | -17.8% | +25.7% | +7.8% |
| YTD | +2.0% | +52.4% | -50.4% | -11.1% |
| 1Y | -4.3% | +49.8% | -54.1% | -16.6% |
| 3Y | +25.9% | +42.1% | -16.2% | +5.9% |
| 5Y | +5.8% | -10.2% | +16.1% | -6.3% |
| 10Y | +262.5% | +756.0% | -493.5% | +99.4% |
| All | +945.2% | +1,131.8% | -186.6% | +276.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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