-17.3%
ISRG vs HST
+57.3%
-74.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.3% | -3.3% |
| 7D | +4.8% | -2.7% | +7.5% | +5.7% |
| 30D | +9.2% | +10.7% | -1.5% | +6.6% |
| 3M | +21.2% | +6.3% | +14.9% | +19.4% |
| 6M | +0.2% | +19.0% | -18.7% | -5.5% |
| YTD | -20.1% | +47.0% | -67.1% | -29.5% |
| 1Y | -17.3% | +53.4% | -70.8% | -28.2% |
| All | -17.3% | +57.3% | -74.6% | -28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling