+1,547.2%
HWM vs ENTG
+801.1%
+746.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.9% | -0.8% |
| 7D | -12.5% | +5.1% | -17.6% | -13.9% |
| 30D | -19.0% | -8.5% | -10.5% | -17.3% |
| 3M | -8.6% | +6.7% | -15.3% | -13.8% |
| 6M | -10.2% | +17.7% | -27.9% | -19.1% |
| YTD | +11.3% | +63.5% | -52.1% | -11.2% |
| 1Y | +24.3% | +73.6% | -49.3% | -4.5% |
| 3Y | +382.3% | +44.6% | +337.7% | +264.6% |
| 5Y | +640.6% | +16.1% | +624.5% | +461.5% |
| All | +1,547.2% | +801.1% | +746.1% | +369.8% |
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 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