-24.4%
ISRG vs HPE
+156.7%
-181.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.1% | -4.2% | +1.0% |
| 7D | -5.0% | +13.6% | -18.7% | -4.6% |
| 30D | -10.2% | +7.7% | -17.9% | -9.9% |
| 3M | -17.2% | +22.4% | -39.6% | -16.3% |
| 6M | -28.4% | +172.6% | -201.0% | -33.2% |
| YTD | -37.6% | +147.5% | -185.1% | -41.1% |
| 1Y | -24.4% | +151.8% | -176.2% | -27.1% |
| All | -24.4% | +156.7% | -181.2% | -27.1% |
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