+17.4%
ISRG vs HALO
+176.9%
-159.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.7% | -2.8% | -4.3% |
| 7D | -5.2% | +0.5% | -5.7% | -5.2% |
| 30D | -7.6% | +5.0% | -12.6% | -8.2% |
| 3M | -16.4% | +53.1% | -69.5% | -21.6% |
| 6M | -28.6% | +60.8% | -89.3% | -33.6% |
| YTD | -38.2% | +60.9% | -99.1% | -42.7% |
| 1Y | -25.5% | +42.8% | -68.3% | -29.9% |
| 3Y | +17.4% | +181.3% | -163.8% | -3.6% |
| All | +17.4% | +176.9% | -159.5% | -3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling