+537.3%
ISRG vs HPE
+366.8%
+170.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.5% |
| 7D | +2.1% | -9.7% | +11.8% | +4.6% |
| 30D | +6.2% | -34.8% | +40.9% | +18.2% |
| 3M | +14.4% | -12.1% | +26.5% | +15.1% |
| 6M | 0.0% | +53.7% | -53.7% | -19.6% |
| YTD | -20.5% | +101.9% | -122.5% | -43.0% |
| 1Y | -21.9% | +104.3% | -126.2% | -44.4% |
| 3Y | +62.2% | +223.1% | -160.9% | -9.0% |
| 5Y | +25.2% | +249.2% | -224.0% | -33.7% |
| 10Y | +537.3% | +372.4% | +164.9% | +179.5% |
| All | +537.3% | +366.8% | +170.6% | +179.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling