+123.6%
HOOD vs ENTG
+25.5%
+98.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.8% | -0.5% | -2.4% |
| 7D | -3.8% | +15.2% | -19.0% | -10.8% |
| 30D | -23.0% | -3.6% | -19.3% | -22.7% |
| 3M | -21.6% | -10.0% | -11.7% | -19.3% |
| 6M | +1.4% | +1.8% | -0.3% | -8.5% |
| YTD | -31.2% | +75.5% | -106.7% | -57.0% |
| 1Y | -35.9% | +82.4% | -118.3% | -61.0% |
| 3Y | +836.9% | +58.5% | +778.4% | +470.7% |
| 5Y | +121.1% | +0.4% | +120.8% | +86.4% |
| All | +123.6% | +25.5% | +98.1% | +40.2% |
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