+877.0%
HD vs ENTG
+1,234.5%
-357.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.2% | -5.2% | -0.3% |
| 7D | -2.1% | +2.8% | -4.9% | -2.6% |
| 30D | -8.4% | -4.7% | -3.7% | -8.0% |
| 3M | +4.3% | -0.7% | +5.1% | +2.0% |
| 6M | -11.1% | +7.7% | -18.8% | -15.2% |
| YTD | -4.7% | +65.1% | -69.7% | -17.1% |
| 1Y | -19.8% | +74.8% | -94.6% | -31.8% |
| 3Y | +4.1% | +36.9% | -32.8% | -10.7% |
| 5Y | +10.3% | +16.1% | -5.8% | -6.1% |
| 10Y | +203.2% | +740.3% | -537.2% | +69.4% |
| All | +877.0% | +1,234.5% | -357.5% | +251.0% |
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