+968.2%
HD vs ENTG
+1,233.8%
-265.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | +5.2% | -9.3% | +14.5% | +6.8% |
| 30D | +20.7% | -16.4% | +37.1% | +23.7% |
| 3M | +0.8% | -3.8% | +4.6% | -0.2% |
| 6M | +12.2% | -6.9% | +19.1% | +9.4% |
| YTD | +4.2% | +65.0% | -60.8% | -10.6% |
| 1Y | -2.6% | +61.7% | -64.3% | -16.3% |
| 3Y | +30.0% | +46.6% | -16.6% | +8.7% |
| 5Y | +8.1% | -2.7% | +10.8% | -5.9% |
| 10Y | +247.2% | +743.3% | -496.1% | +91.3% |
| All | +968.2% | +1,233.8% | -265.6% | +278.6% |
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