+500.7%
ISRG vs HAS
+101.4%
+399.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.8% | -3.2% |
| 7D | +4.8% | -0.2% | +5.0% | +4.9% |
| 30D | +9.2% | +31.0% | -21.8% | -0.2% |
| 3M | +21.2% | +30.7% | -9.5% | +10.7% |
| 6M | +0.2% | +23.9% | -23.7% | -7.3% |
| YTD | -20.1% | +48.3% | -68.4% | -30.8% |
| 1Y | -17.3% | +60.2% | -77.6% | -30.4% |
| 3Y | +63.3% | +189.2% | -125.9% | +9.2% |
| 5Y | +24.1% | +50.4% | -26.3% | +2.7% |
| All | +500.7% | +101.4% | +399.3% | +327.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling