+17,983.8%
ISRG vs HRB
+1,463.5%
+16,520.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.1% | +0.4% |
| 7D | -1.6% | -5.7% | +4.1% | +0.2% |
| 30D | -2.3% | +7.9% | -10.2% | -5.2% |
| 3M | -12.4% | +32.1% | -44.6% | -20.6% |
| 6M | -26.8% | +62.2% | -89.1% | -38.7% |
| YTD | -35.3% | +16.4% | -51.7% | -40.0% |
| 1Y | -19.3% | -0.3% | -19.1% | -21.7% |
| 3Y | +18.1% | +36.0% | -17.9% | +0.4% |
| 5Y | +2.6% | +125.2% | -122.6% | -28.6% |
| 10Y | +379.4% | +237.7% | +141.8% | +159.0% |
| All | +17,983.8% | +1,463.5% | +16,520.4% | +6,057.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling