-21.9%
ISRG vs HRB
+8.1%
-30.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +2.1% | -4.0% | +6.2% | +2.7% |
| 30D | +6.2% | +15.8% | -9.6% | +4.6% |
| 3M | +14.4% | +12.0% | +2.4% | +12.9% |
| 6M | 0.0% | +40.7% | -40.8% | -3.8% |
| YTD | -20.5% | +21.0% | -41.5% | -20.9% |
| 1Y | -21.9% | +11.7% | -33.5% | -21.1% |
| All | -21.9% | +8.1% | -30.0% | -21.1% |
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