-3.0%
ISRG vs HIG
+122.5%
-125.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.0% | -2.6% | -3.7% |
| 7D | -5.2% | -1.1% | -4.1% | -4.7% |
| 30D | -7.6% | -4.9% | -2.7% | -5.8% |
| 3M | -16.4% | +6.8% | -23.1% | -18.9% |
| 6M | -28.6% | -1.7% | -26.9% | -28.4% |
| YTD | -38.2% | -0.2% | -37.9% | -38.5% |
| 1Y | -25.5% | +5.7% | -31.2% | -27.9% |
| 3Y | +17.4% | +100.3% | -82.9% | -18.6% |
| 5Y | -3.0% | +118.5% | -121.5% | -38.0% |
| All | -3.0% | +122.5% | -125.5% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling