+103.6%
HPQ vs ENTG
+1,275.8%
-1,172.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.4% | +2.5% | +3.5% |
| 7D | +1.3% | +8.9% | -7.7% | -1.1% |
| 30D | +8.7% | -0.8% | +9.5% | +8.3% |
| 3M | +31.5% | +6.6% | +24.9% | +24.8% |
| 6M | +76.0% | +22.1% | +53.9% | +58.6% |
| YTD | +49.5% | +70.2% | -20.6% | +21.5% |
| 1Y | +17.3% | +76.7% | -59.5% | -6.5% |
| 3Y | +24.4% | +50.5% | -26.1% | 0.0% |
| 5Y | +37.3% | +21.8% | +15.5% | +12.2% |
| 10Y | +223.0% | +811.7% | -588.7% | +53.6% |
| All | +103.6% | +1,275.8% | -1,172.2% | -43.8% |
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