+123.6%
HOOD vs ISRG
+36.8%
+86.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.9% |
| 7D | -3.8% | -2.0% | -1.7% | -2.3% |
| 30D | -23.0% | +5.6% | -28.5% | -26.5% |
| 3M | -21.6% | +10.5% | -32.2% | -28.1% |
| 6M | +1.4% | +2.6% | -1.2% | -4.0% |
| YTD | -31.2% | -21.7% | -9.5% | -18.7% |
| 1Y | -35.9% | -21.6% | -14.4% | -24.5% |
| 3Y | +836.9% | +57.0% | +779.9% | +575.1% |
| 5Y | +121.1% | +25.0% | +96.2% | +51.2% |
| All | +123.6% | +36.8% | +86.8% | +97.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling