+500.7%
ISRG vs HST
+142.8%
+357.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.3% | -3.3% |
| 7D | +4.8% | -2.7% | +7.5% | +5.8% |
| 30D | +9.2% | +10.7% | -1.5% | +5.4% |
| 3M | +21.2% | +6.3% | +14.9% | +18.5% |
| 6M | +0.2% | +19.0% | -18.7% | -6.0% |
| YTD | -20.1% | +47.0% | -67.1% | -30.6% |
| 1Y | -17.3% | +53.4% | -70.8% | -29.4% |
| 3Y | +63.3% | +78.0% | -14.7% | +30.3% |
| 5Y | +24.1% | +71.7% | -47.6% | -1.6% |
| All | +500.7% | +142.8% | +357.9% | +359.0% |
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