-3.0%
ISRG vs HRB
+112.6%
-115.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.5% | +2.0% | -3.4% |
| 7D | -5.2% | -9.1% | +3.9% | -3.6% |
| 30D | -7.6% | +0.3% | -7.8% | -7.9% |
| 3M | -16.4% | +23.4% | -39.7% | -19.8% |
| 6M | -28.6% | +45.1% | -73.7% | -33.7% |
| YTD | -38.2% | +8.9% | -47.1% | -39.4% |
| 1Y | -25.5% | -7.9% | -17.6% | -24.7% |
| 3Y | +17.4% | +27.9% | -10.5% | +6.4% |
| 5Y | -3.0% | +108.3% | -111.3% | -23.4% |
| All | -3.0% | +112.6% | -115.6% | -23.4% |
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