+23.9%
ISRG vs HRB
+145.8%
-121.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.2% | +0.9% | -2.6% |
| 7D | +4.8% | +2.7% | +2.1% | +4.4% |
| 30D | +9.2% | +22.1% | -12.8% | +5.6% |
| 3M | +21.2% | +15.7% | +5.5% | +17.7% |
| 6M | +0.2% | +83.3% | -83.1% | -10.7% |
| YTD | -20.1% | +25.0% | -45.1% | -23.6% |
| 1Y | -17.3% | +6.9% | -24.3% | -18.5% |
| 3Y | +63.3% | +39.0% | +24.3% | +46.4% |
| All | +23.9% | +145.8% | -121.9% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling