+571.9%
HPE vs ENTG
+1,011.7%
-439.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.8% | +0.1% | -2.2% |
| 7D | +7.9% | +15.2% | -7.3% | +1.8% |
| 30D | -23.5% | -3.6% | -19.8% | -22.5% |
| 3M | -19.1% | -10.0% | -9.1% | -15.8% |
| 6M | +51.4% | +1.8% | +49.6% | +46.7% |
| YTD | +103.4% | +75.5% | +27.9% | +56.7% |
| 1Y | +114.4% | +82.4% | +32.0% | +62.1% |
| 3Y | +224.7% | +58.5% | +166.2% | +144.7% |
| 5Y | +277.8% | +0.4% | +277.4% | +216.0% |
| 10Y | +371.1% | +759.6% | -388.5% | +36.6% |
| All | +571.9% | +1,011.7% | -439.7% | +58.3% |
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 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