+256.9%
HL vs ENTG
+797.5%
-540.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.9% |
| 7D | -4.4% | +1.2% | -5.5% | -4.7% |
| 30D | +9.3% | -12.9% | +22.2% | +14.2% |
| 3M | +32.0% | -3.1% | +35.0% | +29.6% |
| 6M | -6.4% | +21.0% | -27.4% | -15.3% |
| YTD | +3.1% | +67.0% | -63.9% | -16.4% |
| 1Y | +77.6% | +68.6% | +8.9% | +41.6% |
| 3Y | +392.8% | +48.6% | +344.2% | +286.7% |
| 5Y | +234.1% | +18.6% | +215.5% | +160.1% |
| All | +256.9% | +797.5% | -540.6% | +53.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling