+237.0%
HOOD vs ISRG
+8.0%
+229.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.5% | +0.6% | -0.5% |
| 7D | +13.4% | -5.2% | +18.5% | +17.9% |
| 30D | +25.8% | -7.6% | +33.3% | +33.1% |
| 3M | +38.0% | -16.4% | +54.3% | +54.0% |
| 6M | +52.2% | -28.6% | +80.8% | +92.3% |
| YTD | +3.7% | -38.2% | +41.9% | +47.7% |
| 1Y | +0.1% | -25.5% | +25.5% | +21.0% |
| 3Y | +992.6% | +17.4% | +975.1% | +884.7% |
| 5Y | +193.0% | -3.0% | +195.9% | +116.4% |
| All | +237.0% | +8.0% | +229.0% | +259.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ISRG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling