+17,983.8%
ISRG vs HL
+2,000.4%
+15,983.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.6% |
| 7D | -1.6% | +1.5% | -3.1% | -1.8% |
| 30D | -2.3% | +25.1% | -27.3% | -4.4% |
| 3M | -12.4% | +22.9% | -35.3% | -14.5% |
| 6M | -26.8% | -4.9% | -21.9% | -27.2% |
| YTD | -35.3% | +7.8% | -43.1% | -36.7% |
| 1Y | -19.3% | +133.9% | -153.2% | -27.1% |
| 3Y | +18.1% | +380.9% | -362.8% | -2.4% |
| 5Y | +2.6% | +230.2% | -227.6% | -14.0% |
| 10Y | +379.4% | +265.6% | +113.9% | +267.4% |
| All | +17,983.8% | +2,000.4% | +15,983.4% | +12,962.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling