+1,388.5%
HWM vs ENTG
+739.9%
+648.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | +1.7% |
| 7D | +3.4% | -17.1% | +20.5% | +9.2% |
| 30D | -7.5% | -23.0% | +15.5% | -0.7% |
| 3M | -28.9% | -10.2% | -18.7% | -27.9% |
| 6M | -19.6% | -17.8% | -1.8% | -19.0% |
| YTD | +0.6% | +52.4% | -51.8% | -18.8% |
| 1Y | +0.3% | +49.8% | -49.5% | -19.1% |
| 3Y | +326.1% | +42.1% | +284.0% | +221.0% |
| 5Y | +525.2% | -10.2% | +535.4% | +424.8% |
| 10Y | +1,492.9% | +756.0% | +736.9% | +360.4% |
| All | +1,388.5% | +739.9% | +648.6% | +329.5% |
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 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