+356.0%
ISRG vs HBM
+599.4%
-243.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.8% | -10.3% | -5.5% |
| 7D | -5.2% | +7.4% | -12.5% | -6.3% |
| 30D | -7.6% | +5.1% | -12.6% | -8.6% |
| 3M | -16.4% | +11.1% | -27.5% | -18.6% |
| 6M | -28.6% | +30.2% | -58.8% | -33.1% |
| YTD | -38.2% | +46.2% | -84.4% | -43.8% |
| 1Y | -25.5% | +120.0% | -145.5% | -37.5% |
| 3Y | +17.4% | +527.4% | -510.0% | -21.1% |
| 5Y | -3.0% | +400.4% | -403.4% | -35.0% |
| 10Y | +356.0% | +621.5% | -265.5% | +144.5% |
| All | +356.0% | +599.4% | -243.5% | +144.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling