+151.8%
HYG vs ENTG
+1,184.4%
-1,032.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.5% | -0.1% |
| 7D | -0.7% | +5.1% | -5.9% | -1.2% |
| 30D | -0.6% | -8.5% | +8.0% | +0.1% |
| 3M | +0.4% | +6.7% | -6.3% | -1.1% |
| 6M | +1.2% | +17.7% | -16.5% | -1.6% |
| YTD | +1.5% | +63.5% | -62.0% | -4.6% |
| 1Y | +3.2% | +73.6% | -70.4% | -4.0% |
| 3Y | +25.9% | +44.6% | -18.7% | +16.6% |
| 5Y | +18.6% | +16.1% | +2.5% | +9.5% |
| 10Y | +55.8% | +775.8% | -720.1% | +16.7% |
| All | +151.8% | +1,184.4% | -1,032.6% | +61.0% |
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