+25.2%
ISRG vs HST
+82.0%
-56.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.6% | -4.9% | -3.3% |
| 7D | +2.1% | +0.6% | +1.5% | +1.8% |
| 30D | +6.2% | +14.5% | -8.3% | +0.5% |
| 3M | +14.4% | +15.4% | -1.0% | +7.8% |
| 6M | 0.0% | +22.0% | -22.0% | -8.3% |
| YTD | -20.5% | +54.9% | -75.4% | -34.3% |
| 1Y | -21.9% | +54.0% | -75.9% | -35.3% |
| 3Y | +62.2% | +90.4% | -28.3% | +19.1% |
| 5Y | +25.2% | +84.2% | -59.0% | -9.0% |
| All | +25.2% | +82.0% | -56.8% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling