+3,598.0%
ISRG vs HBM
+492.8%
+3,105.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.0% | -7.3% | +0.3% |
| 7D | +5.4% | +5.0% | +0.4% | +4.6% |
| 30D | +8.6% | -12.7% | +21.4% | +10.6% |
| 3M | +21.6% | -17.4% | +39.0% | +24.3% |
| 6M | +2.3% | -8.9% | +11.2% | +1.8% |
| YTD | -18.7% | +14.9% | -33.6% | -23.0% |
| 1Y | -17.8% | +41.4% | -59.2% | -24.8% |
| 3Y | +69.1% | +462.1% | -393.0% | +20.2% |
| 5Y | +26.5% | +224.0% | -197.5% | -5.6% |
| 10Y | +536.3% | +320.9% | +215.4% | +297.7% |
| All | +3,598.0% | +492.8% | +3,105.1% | +1,570.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling