+22,093.8%
ISRG vs HRB
+1,525.0%
+20,568.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +2.1% | -4.0% | +6.2% | +3.5% |
| 30D | +6.2% | +15.8% | -9.6% | +1.3% |
| 3M | +14.4% | +12.0% | +2.4% | +9.4% |
| 6M | 0.0% | +40.7% | -40.8% | -11.4% |
| YTD | -20.5% | +21.0% | -41.5% | -27.5% |
| 1Y | -21.9% | +11.7% | -33.5% | -27.0% |
| 3Y | +62.2% | +25.0% | +37.2% | +41.8% |
| 5Y | +25.2% | +141.0% | -115.8% | -14.8% |
| 10Y | +537.3% | +241.3% | +296.0% | +243.1% |
| All | +22,093.8% | +1,525.0% | +20,568.8% | +7,344.8% |
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