+69.1%
ISRG vs HL
+289.7%
-220.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.5% | -2.8% | +1.3% |
| 7D | +5.4% | +13.8% | -8.4% | +4.2% |
| 30D | +8.6% | -9.7% | +18.4% | +9.3% |
| 3M | +21.6% | -8.5% | +30.1% | +21.7% |
| 6M | +2.3% | -17.2% | +19.5% | +2.8% |
| YTD | -18.7% | -19.6% | +1.0% | -19.0% |
| 1Y | -17.8% | +11.1% | -28.9% | -21.0% |
| 3Y | +69.1% | +299.7% | -230.6% | +34.1% |
| All | +69.1% | +289.7% | -220.6% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling