+537.3%
ISRG vs HD
+253.5%
+283.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -1.9% |
| 7D | +2.1% | +5.2% | -3.1% | -0.7% |
| 30D | +6.2% | +20.7% | -14.6% | -4.9% |
| 3M | +14.4% | +0.8% | +13.6% | +13.7% |
| 6M | 0.0% | +12.2% | -12.2% | -6.8% |
| YTD | -20.5% | +4.2% | -24.8% | -23.3% |
| 1Y | -21.9% | -2.6% | -19.3% | -21.8% |
| 3Y | +62.2% | +30.0% | +32.2% | +32.9% |
| 5Y | +25.2% | +8.1% | +17.1% | +13.0% |
| 10Y | +537.3% | +247.2% | +290.2% | +259.7% |
| All | +537.3% | +253.5% | +283.8% | +259.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling