+138.4%
HLT vs ENTG
+16.8%
+121.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.5% |
| 7D | -1.6% | +1.2% | -2.8% | -1.9% |
| 30D | -5.0% | -12.9% | +7.8% | -2.5% |
| 3M | -10.4% | -3.1% | -7.3% | -12.1% |
| 6M | +3.2% | +21.0% | -17.8% | -5.6% |
| YTD | +6.7% | +67.0% | -60.3% | -11.2% |
| 1Y | +10.3% | +68.6% | -58.4% | -10.0% |
| 3Y | +99.3% | +48.6% | +50.7% | +58.8% |
| All | +138.4% | +16.8% | +121.6% | +103.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling