-24.4%
ISRG vs HIG
+6.8%
-31.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | -5.0% | -0.5% | -4.5% | -4.9% |
| 30D | -10.2% | -2.8% | -7.4% | -9.8% |
| 3M | -17.2% | +6.3% | -23.5% | -18.5% |
| 6M | -28.4% | -0.1% | -28.3% | -28.9% |
| YTD | -37.6% | +0.4% | -38.1% | -38.0% |
| 1Y | -24.4% | +6.2% | -30.7% | -25.1% |
| All | -24.4% | +6.8% | -31.3% | -25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling