-21.6%
ISRG vs HPE
+111.3%
-132.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.6% | +0.7% |
| 7D | -2.0% | +7.9% | -9.9% | -1.6% |
| 30D | +5.6% | -23.5% | +29.0% | +4.2% |
| 3M | +10.5% | -19.1% | +29.6% | +9.6% |
| 6M | +2.6% | +51.4% | -48.8% | 0.0% |
| YTD | -21.7% | +103.4% | -125.1% | -26.3% |
| 1Y | -21.6% | +114.4% | -136.0% | -26.7% |
| All | -21.6% | +111.3% | -132.8% | -26.7% |
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