+539.2%
ISRG vs HCA
+675.7%
-136.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +1.0% |
| 7D | -2.0% | +0.8% | -2.9% | -2.4% |
| 30D | +5.6% | +6.1% | -0.5% | +3.0% |
| 3M | +10.5% | +21.4% | -10.9% | +1.7% |
| 6M | +2.6% | +17.2% | -14.6% | -4.3% |
| YTD | -21.7% | +7.5% | -29.1% | -25.0% |
| 1Y | -21.6% | +6.2% | -27.7% | -24.6% |
| 3Y | +57.0% | +122.0% | -65.0% | +6.3% |
| 5Y | +25.0% | +112.2% | -87.2% | -14.7% |
| All | +539.2% | +675.7% | -136.5% | +170.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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