-1.0%
ISRG vs HALO
+156.4%
-157.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | -5.0% | -2.1% | -2.9% | -4.6% |
| 30D | -10.2% | +4.6% | -14.9% | -11.1% |
| 3M | -17.2% | +50.2% | -67.4% | -24.4% |
| 6M | -28.4% | +57.6% | -86.0% | -35.4% |
| YTD | -37.6% | +59.6% | -97.2% | -44.1% |
| 1Y | -24.4% | +41.2% | -65.6% | -30.6% |
| 3Y | +18.4% | +178.9% | -160.4% | -12.8% |
| 5Y | -1.0% | +160.1% | -161.0% | -29.6% |
| All | -1.0% | +156.4% | -157.3% | -29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling