-21.9%
ISRG vs HPE
+102.3%
-124.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.2% |
| 7D | +2.1% | -9.7% | +11.8% | +1.6% |
| 30D | +6.2% | -34.8% | +40.9% | +4.1% |
| 3M | +14.4% | -12.1% | +26.5% | +13.8% |
| 6M | 0.0% | +53.7% | -53.7% | -2.9% |
| YTD | -20.5% | +101.9% | -122.5% | -25.4% |
| 1Y | -21.9% | +104.3% | -126.2% | -26.8% |
| All | -21.9% | +102.3% | -124.2% | -26.8% |
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 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