+370.1%
ISRG vs HIG
+314.4%
+55.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.6% |
| 7D | -5.0% | -0.5% | -4.5% | -4.8% |
| 30D | -10.2% | -2.8% | -7.4% | -9.3% |
| 3M | -17.2% | +6.3% | -23.5% | -19.2% |
| 6M | -28.4% | -0.1% | -28.3% | -28.7% |
| YTD | -37.6% | +0.4% | -38.1% | -38.1% |
| 1Y | -24.4% | +6.2% | -30.7% | -26.6% |
| 3Y | +18.4% | +101.6% | -83.2% | -10.1% |
| 5Y | -1.0% | +119.8% | -120.8% | -27.6% |
| 10Y | +370.1% | +311.7% | +58.4% | +187.2% |
| All | +370.1% | +314.4% | +55.8% | +187.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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