-10.5%
ISRG vs HD
-3.1%
-7.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +6.5% | +2.9% | +6.6% |
| 7D | +8.5% | +11.9% | -3.4% | +3.8% |
| 30D | +18.6% | +26.4% | -7.8% | +8.3% |
| 3M | +30.9% | +2.8% | +28.1% | +29.5% |
| 6M | +6.6% | +15.5% | -8.9% | +2.5% |
| YTD | -14.9% | +5.5% | -20.4% | -17.3% |
| 1Y | -10.5% | -4.6% | -5.9% | -12.0% |
| All | -10.5% | -3.1% | -7.4% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 1y: compounded portfolio wealth divided by compounded HD 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…
1y analysis · Full analysis span regression · 6 months rolling