-19.3%
ISRG vs HBM
+123.0%
-142.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | -1.6% | -6.4% | +4.8% | -1.3% |
| 30D | -2.3% | +5.9% | -8.2% | -2.6% |
| 3M | -12.4% | -8.9% | -3.5% | -12.0% |
| 6M | -26.8% | +10.7% | -37.5% | -28.0% |
| YTD | -35.3% | +38.3% | -73.5% | -37.0% |
| 1Y | -19.3% | +121.3% | -140.7% | -20.9% |
| All | -19.3% | +123.0% | -142.3% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling