+18,802.1%
ISRG vs HALO
+2,492.7%
+16,309.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -1.6% | +4.6% | -6.2% | -2.3% |
| 30D | -2.3% | +31.8% | -34.1% | -7.0% |
| 3M | -12.4% | +53.9% | -66.3% | -18.9% |
| 6M | -26.8% | +57.4% | -84.2% | -32.6% |
| YTD | -35.3% | +63.7% | -99.0% | -40.9% |
| 1Y | -19.3% | +50.1% | -69.4% | -25.4% |
| 3Y | +18.1% | +157.3% | -139.2% | -3.1% |
| 5Y | +2.6% | +161.0% | -158.3% | -17.2% |
| 10Y | +379.4% | +1,018.7% | -639.2% | +192.1% |
| All | +18,802.1% | +2,492.7% | +16,309.4% | +7,818.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling