+370.1%
ISRG vs HRB
+205.6%
+164.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.2% |
| 7D | -5.0% | -10.6% | +5.6% | -2.6% |
| 30D | -10.2% | -0.8% | -9.4% | -10.4% |
| 3M | -17.2% | +19.1% | -36.3% | -21.0% |
| 6M | -28.4% | +48.7% | -77.1% | -35.7% |
| YTD | -37.6% | +7.1% | -44.7% | -39.6% |
| 1Y | -24.4% | -8.3% | -16.1% | -24.2% |
| 3Y | +18.4% | +25.8% | -7.4% | +6.9% |
| 5Y | -1.0% | +111.1% | -112.1% | -23.7% |
| 10Y | +370.1% | +206.6% | +163.6% | +213.0% |
| All | +370.1% | +205.6% | +164.5% | +213.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling