-19.3%
ISRG vs HPE
+122.1%
-141.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.6% | -0.9% |
| 7D | -1.6% | -0.6% | -1.0% | -1.6% |
| 30D | -2.3% | -2.3% | 0.0% | -2.3% |
| 3M | -12.4% | -2.9% | -9.6% | -11.8% |
| 6M | -26.8% | +143.6% | -170.4% | -32.3% |
| YTD | -35.3% | +118.5% | -153.8% | -39.2% |
| 1Y | -19.3% | +129.2% | -148.5% | -22.7% |
| All | -19.3% | +122.1% | -141.4% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 1y: compounded portfolio wealth divided by compounded HPE 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…
1y analysis · Full analysis span regression · 6 months rolling