+539.2%
ISRG vs HRB
+221.6%
+317.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.3% | +1.2% |
| 7D | -2.0% | -5.1% | +3.1% | -0.9% |
| 30D | +5.6% | +8.7% | -3.1% | +3.6% |
| 3M | +10.5% | -5.4% | +15.9% | +11.6% |
| 6M | +2.6% | +41.6% | -38.9% | -6.1% |
| YTD | -21.7% | +18.7% | -40.3% | -26.0% |
| 1Y | -21.6% | +16.4% | -38.0% | -25.6% |
| 3Y | +57.0% | +22.0% | +35.1% | +43.5% |
| 5Y | +25.0% | +141.2% | -116.2% | -6.7% |
| All | +539.2% | +221.6% | +317.6% | +325.5% |
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