+403.8%
HUT vs ENTG
+298.7%
+105.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.9% | -1.6% | -2.8% |
| 7D | +2.8% | +5.1% | -2.3% | -0.5% |
| 30D | +2.1% | -8.5% | +10.6% | +8.3% |
| 3M | -14.3% | +6.7% | -21.0% | -23.3% |
| 6M | +84.2% | +17.7% | +66.5% | +55.4% |
| YTD | +97.2% | +63.5% | +33.7% | +31.9% |
| 1Y | +192.7% | +73.6% | +119.1% | +89.2% |
| 3Y | +712.6% | +44.6% | +668.0% | +472.3% |
| 5Y | +85.5% | +16.1% | +69.4% | +53.1% |
| All | +403.8% | +298.7% | +105.1% | +223.5% |
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