+374.7%
ISRG vs HALO
+977.5%
-602.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | -2.5% | -3.4% | +0.9% | -1.8% |
| 30D | -10.2% | +4.3% | -14.4% | -11.0% |
| 3M | -12.5% | +51.8% | -64.3% | -20.5% |
| 6M | -25.8% | +57.8% | -83.6% | -33.3% |
| YTD | -36.4% | +59.0% | -95.3% | -43.1% |
| 1Y | -19.9% | +41.2% | -61.1% | -26.6% |
| 3Y | +20.9% | +177.8% | -157.0% | -9.3% |
| 5Y | +5.7% | +159.5% | -153.8% | -21.1% |
| All | +374.7% | +977.5% | -602.8% | +192.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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