+340.8%
HPE vs ENTG
+15.6%
+325.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.9% | -2.3% | -4.8% |
| 7D | +1.4% | +5.1% | -3.7% | -0.4% |
| 30D | +1.5% | -8.5% | +10.1% | +4.8% |
| 3M | +21.7% | +6.7% | +15.0% | +16.2% |
| 6M | +164.2% | +17.7% | +146.4% | +142.4% |
| YTD | +132.1% | +63.5% | +68.6% | +87.4% |
| 1Y | +130.6% | +73.6% | +57.1% | +80.4% |
| 3Y | +244.1% | +44.6% | +199.6% | +174.9% |
| 5Y | +340.8% | +16.1% | +324.7% | +275.7% |
| All | +340.8% | +15.6% | +325.3% | +275.7% |
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