+18.3%
HYG vs ENTG
+16.8%
+1.4%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.2% |
| 7D | -0.7% | +1.2% | -1.9% | -0.8% |
| 30D | -0.7% | -12.9% | +12.1% | +0.2% |
| 3M | -0.2% | -3.1% | +2.9% | -0.7% |
| 6M | +1.4% | +21.0% | -19.6% | -1.3% |
| YTD | +1.5% | +67.0% | -65.6% | -4.2% |
| 1Y | +2.9% | +68.6% | -65.7% | -3.3% |
| 3Y | +25.6% | +48.6% | -23.0% | +16.3% |
| All | +18.3% | +16.8% | +1.4% | +9.8% |
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 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