+378.3%
ISRG vs HD
+207.4%
+170.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.8% | -1.4% |
| 7D | -1.6% | -2.1% | +0.5% | -0.4% |
| 30D | -2.3% | -8.4% | +6.2% | +2.8% |
| 3M | -12.4% | +4.3% | -16.8% | -14.6% |
| 6M | -26.8% | -11.1% | -15.7% | -21.9% |
| YTD | -35.3% | -4.7% | -30.6% | -34.0% |
| 1Y | -19.3% | -19.8% | +0.5% | -9.3% |
| 3Y | +18.1% | +4.1% | +14.0% | +11.2% |
| 5Y | +2.6% | +10.3% | -7.7% | -8.5% |
| All | +378.3% | +207.4% | +170.9% | +181.1% |
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