+102.5%
ISRG vs HIMS
+185.3%
-82.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.0% |
| 7D | -5.0% | -2.7% | -2.3% | -4.8% |
| 30D | -10.2% | -12.2% | +2.0% | -9.4% |
| 3M | -17.2% | -3.7% | -13.5% | -17.6% |
| 6M | -28.4% | +25.9% | -54.3% | -31.3% |
| YTD | -37.6% | -14.1% | -23.6% | -38.5% |
| 1Y | -24.4% | -41.6% | +17.2% | -23.3% |
| 3Y | +18.4% | +327.3% | -308.8% | -16.9% |
| 5Y | -1.0% | +207.9% | -208.9% | -33.3% |
| All | +102.5% | +185.3% | -82.7% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIMS.
Daily Out/Under-Performance
Portfolio return minus HIMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIMS 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 HIMS 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