+2,844.3%
ISRG vs HBM
+613.3%
+2,231.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -1.6% | -6.4% | +4.8% | -0.6% |
| 30D | -2.3% | +5.9% | -8.2% | -3.3% |
| 3M | -12.4% | -8.9% | -3.5% | -12.1% |
| 6M | -26.8% | +10.7% | -37.5% | -29.3% |
| YTD | -35.3% | +38.3% | -73.5% | -40.1% |
| 1Y | -19.3% | +121.3% | -140.7% | -31.2% |
| 3Y | +18.1% | +450.6% | -432.4% | -15.5% |
| 5Y | +2.6% | +338.0% | -335.3% | -26.7% |
| 10Y | +379.4% | +578.6% | -199.2% | +180.4% |
| All | +2,844.3% | +613.3% | +2,231.0% | +1,199.7% |
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