-19.9%
ISRG vs HALO
+40.2%
-60.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | -2.5% | -3.4% | +0.9% | -2.0% |
| 30D | -10.2% | +4.3% | -14.4% | -10.7% |
| 3M | -12.5% | +51.8% | -64.3% | -18.8% |
| 6M | -25.8% | +57.8% | -83.6% | -31.7% |
| YTD | -36.4% | +59.0% | -95.3% | -41.6% |
| 1Y | -19.9% | +41.2% | -61.1% | -27.0% |
| All | -19.9% | +40.2% | -60.1% | -27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling