+365.2%
ISRG vs HPQ
+228.4%
+136.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.9% | -4.0% | -0.8% |
| 7D | -5.0% | +2.2% | -7.2% | -5.8% |
| 30D | -10.2% | +9.7% | -20.0% | -13.4% |
| 3M | -17.2% | +32.7% | -49.9% | -26.0% |
| 6M | -28.4% | +77.7% | -106.1% | -44.2% |
| YTD | -37.6% | +51.0% | -88.6% | -48.2% |
| 1Y | -24.4% | +18.4% | -42.8% | -31.4% |
| 3Y | +18.4% | +25.6% | -7.1% | +0.2% |
| 5Y | -1.0% | +38.6% | -39.6% | -22.4% |
| All | +365.2% | +228.4% | +136.8% | +163.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 HPQ 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