+539.2%
ISRG vs HPE
+370.3%
+168.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.6% | +1.8% |
| 7D | -2.0% | +7.9% | -9.9% | -4.1% |
| 30D | +5.6% | -23.5% | +29.0% | +12.5% |
| 3M | +10.5% | -19.1% | +29.6% | +14.1% |
| 6M | +2.6% | +51.4% | -48.8% | -17.0% |
| YTD | -21.7% | +103.4% | -125.1% | -43.9% |
| 1Y | -21.6% | +114.4% | -136.0% | -45.1% |
| 3Y | +57.0% | +224.7% | -167.6% | -12.1% |
| 5Y | +25.0% | +277.8% | -252.8% | -35.7% |
| All | +539.2% | +370.3% | +168.9% | +181.2% |
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