-19.3%
ISRG vs HRB
+1.1%
-20.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.1% | -0.4% |
| 7D | -1.6% | -5.7% | +4.1% | -1.0% |
| 30D | -2.3% | +7.9% | -10.2% | -3.2% |
| 3M | -12.4% | +32.1% | -44.6% | -15.4% |
| 6M | -26.8% | +62.2% | -89.1% | -30.6% |
| YTD | -35.3% | +16.4% | -51.7% | -35.1% |
| 1Y | -19.3% | -0.3% | -19.1% | -16.2% |
| All | -19.3% | +1.1% | -20.4% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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