+621.7%
HPE vs ENTG
+945.6%
-323.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.2% | -10.6% | -6.8% |
| 7D | -0.6% | +2.8% | -3.4% | -1.9% |
| 30D | -2.3% | -4.7% | +2.4% | -0.9% |
| 3M | -2.9% | -0.7% | -2.1% | -5.2% |
| 6M | +143.6% | +7.7% | +135.8% | +128.3% |
| YTD | +118.5% | +65.1% | +53.5% | +71.9% |
| 1Y | +129.2% | +74.8% | +54.4% | +74.1% |
| 3Y | +212.5% | +36.9% | +175.6% | +147.8% |
| 5Y | +286.9% | +16.1% | +270.8% | +201.0% |
| 10Y | +432.3% | +740.3% | -308.0% | +54.2% |
| All | +621.7% | +945.6% | -323.9% | +73.8% |
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 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