+374.7%
ISRG vs HPE
+506.0%
-131.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.2% | +8.3% | +3.9% |
| 7D | -2.5% | +1.4% | -4.0% | -3.3% |
| 30D | -10.2% | +1.5% | -11.7% | -11.2% |
| 3M | -12.5% | +21.7% | -34.3% | -19.3% |
| 6M | -25.8% | +164.2% | -190.0% | -49.7% |
| YTD | -36.4% | +132.1% | -168.4% | -55.0% |
| 1Y | -19.9% | +130.6% | -150.5% | -43.8% |
| 3Y | +20.9% | +244.1% | -223.2% | -31.2% |
| 5Y | +5.7% | +340.8% | -335.2% | -47.1% |
| All | +374.7% | +506.0% | -131.2% | +100.8% |
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