+63.3%
ISRG vs HST
+77.0%
-13.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.3% | -3.3% |
| 7D | +4.8% | -2.7% | +7.5% | +5.9% |
| 30D | +9.2% | +10.7% | -1.5% | +5.3% |
| 3M | +21.2% | +6.3% | +14.9% | +18.4% |
| 6M | +0.2% | +19.0% | -18.7% | -6.5% |
| YTD | -20.1% | +47.0% | -67.1% | -31.6% |
| 1Y | -17.3% | +53.4% | -70.8% | -30.5% |
| 3Y | +63.3% | +78.0% | -14.7% | +24.2% |
| All | +63.3% | +77.0% | -13.7% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling