+550.7%
ISRG vs HST
+143.8%
+406.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | -6.8% | -1.3% | -5.5% | -6.4% |
| 30D | +5.1% | +13.4% | -8.2% | +0.6% |
| 3M | +12.0% | +16.7% | -4.7% | +6.1% |
| 6M | +7.0% | +24.0% | -17.0% | -1.2% |
| YTD | -20.6% | +54.0% | -74.6% | -32.2% |
| 1Y | -21.4% | +55.0% | -76.5% | -33.1% |
| 3Y | +62.0% | +89.3% | -27.3% | +26.5% |
| 5Y | +28.1% | +85.4% | -57.3% | -1.1% |
| 10Y | +550.7% | +137.1% | +413.6% | +385.2% |
| All | +550.7% | +143.8% | +406.9% | +385.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling