+915.8%
ISRG vs HCA
+1,648.5%
-732.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | -1.6% | -3.1% | +1.5% | -0.6% |
| 30D | -2.3% | -1.1% | -1.1% | -2.0% |
| 3M | -12.4% | +12.2% | -24.6% | -15.7% |
| 6M | -26.8% | -25.3% | -1.5% | -19.6% |
| YTD | -35.3% | -12.9% | -22.3% | -32.7% |
| 1Y | -19.3% | -0.9% | -18.4% | -20.0% |
| 3Y | +18.1% | +47.6% | -29.5% | +0.4% |
| 5Y | +2.6% | +67.0% | -64.3% | -17.1% |
| 10Y | +379.4% | +471.4% | -92.0% | +166.7% |
| All | +915.8% | +1,648.5% | -732.8% | +342.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling