+550.7%
ISRG vs HL
+129.4%
+421.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | -6.8% | -5.6% | -1.2% | -6.2% |
| 30D | +5.1% | -16.2% | +21.3% | +7.0% |
| 3M | +12.0% | -20.5% | +32.5% | +14.3% |
| 6M | +7.0% | -31.7% | +38.7% | +10.4% |
| YTD | -20.6% | -26.4% | +5.7% | -19.9% |
| 1Y | -21.4% | -4.3% | -17.1% | -23.5% |
| 3Y | +62.0% | +276.9% | -214.9% | +27.9% |
| 5Y | +28.1% | +124.1% | -95.9% | +4.4% |
| 10Y | +550.7% | +144.6% | +406.1% | +361.8% |
| All | +550.7% | +129.4% | +421.3% | +361.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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