+22,229.9%
ISRG vs HRB
+1,579.1%
+20,650.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.2% | +0.9% | -2.1% |
| 7D | +4.8% | +2.7% | +2.1% | +4.1% |
| 30D | +9.2% | +22.1% | -12.8% | +2.6% |
| 3M | +21.2% | +15.7% | +5.5% | +14.7% |
| 6M | +0.2% | +83.3% | -83.1% | -19.0% |
| YTD | -20.1% | +25.0% | -45.1% | -27.7% |
| 1Y | -17.3% | +6.9% | -24.3% | -21.6% |
| 3Y | +63.3% | +39.0% | +24.3% | +37.9% |
| 5Y | +24.1% | +146.4% | -122.3% | -16.1% |
| 10Y | +507.0% | +254.4% | +252.5% | +222.9% |
| All | +22,229.9% | +1,579.1% | +20,650.7% | +7,317.7% |
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