+635.0%
HLT vs ENTG
+1,247.0%
-612.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | +0.8% |
| 7D | -2.6% | +5.1% | -7.7% | -3.9% |
| 30D | -2.6% | -8.5% | +5.9% | -0.8% |
| 3M | -9.4% | +6.7% | -16.1% | -14.0% |
| 6M | +2.7% | +17.7% | -15.0% | -6.5% |
| YTD | +6.8% | +63.5% | -56.7% | -12.5% |
| 1Y | +12.4% | +73.6% | -61.2% | -11.2% |
| 3Y | +100.2% | +44.6% | +55.6% | +57.4% |
| 5Y | +143.7% | +16.1% | +127.6% | +93.9% |
| 10Y | +584.9% | +775.8% | -191.0% | +180.9% |
| All | +635.0% | +1,247.0% | -612.0% | +176.4% |
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