+25.5%
ISRG vs HALO
+156.0%
-130.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -2.0% | -3.2% | +1.2% | -1.4% |
| 30D | +5.6% | -14.2% | +19.7% | +8.7% |
| 3M | +10.5% | -0.4% | +10.9% | +10.3% |
| 6M | +2.6% | +43.2% | -40.6% | -5.7% |
| YTD | -21.7% | +49.0% | -70.7% | -29.0% |
| 1Y | -21.6% | +40.8% | -62.4% | -28.1% |
| 3Y | +57.0% | +167.4% | -110.4% | +16.2% |
| All | +25.5% | +156.0% | -130.5% | -12.8% |
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