+94.1%
HUT vs ENTG
+18.8%
+75.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.7% | +4.7% | +5.1% |
| 7D | +28.3% | +8.9% | +19.3% | +20.3% |
| 30D | +12.3% | -7.2% | +19.5% | +18.5% |
| 3M | -16.8% | +6.4% | -23.2% | -27.0% |
| 6M | +111.4% | +25.7% | +85.7% | +63.5% |
| YTD | +116.6% | +67.9% | +48.7% | +32.1% |
| 1Y | +290.5% | +72.4% | +218.1% | +133.6% |
| 3Y | +792.3% | +48.4% | +743.9% | +462.6% |
| 5Y | +94.1% | +20.1% | +74.1% | +75.2% |
| All | +94.1% | +18.8% | +75.4% | +75.2% |
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