+533.8%
ISRG vs HAS
+99.1%
+434.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.5% |
| 7D | -6.1% | +1.6% | -7.7% | -6.6% |
| 30D | +4.2% | +26.6% | -22.4% | -3.7% |
| 3M | +9.6% | +29.0% | -19.4% | +0.6% |
| 6M | +1.9% | +30.6% | -28.7% | -7.5% |
| YTD | -22.3% | +51.5% | -73.8% | -33.3% |
| 1Y | -23.2% | +58.5% | -81.6% | -35.0% |
| 3Y | +58.5% | +214.1% | -155.6% | +3.0% |
| 5Y | +23.9% | +50.2% | -26.3% | +2.6% |
| All | +533.8% | +99.1% | +434.8% | +352.2% |
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