+17,168.2%
ISRG vs DHI
+5,116.5%
+12,051.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.0% | -1.5% | -3.7% |
| 7D | -5.2% | -2.0% | -3.1% | -4.6% |
| 30D | -7.6% | -8.3% | +0.8% | -5.4% |
| 3M | -16.4% | -3.7% | -12.6% | -15.6% |
| 6M | -28.6% | -5.4% | -23.2% | -27.9% |
| YTD | -38.2% | -3.0% | -35.2% | -38.3% |
| 1Y | -25.5% | -23.8% | -1.7% | -20.9% |
| 3Y | +17.4% | +21.8% | -4.4% | +6.5% |
| 5Y | -3.0% | +59.6% | -62.6% | -19.2% |
| 10Y | +356.0% | +391.2% | -35.2% | +170.6% |
| All | +17,168.2% | +5,116.5% | +12,051.6% | +5,991.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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