+23.9%
ISRG vs HST
+71.5%
-47.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.3% | -3.3% |
| 7D | +4.8% | -2.7% | +7.5% | +6.0% |
| 30D | +9.2% | +10.7% | -1.5% | +4.8% |
| 3M | +21.2% | +6.3% | +14.9% | +18.0% |
| 6M | +0.2% | +19.0% | -18.7% | -7.2% |
| YTD | -20.1% | +47.0% | -67.1% | -32.4% |
| 1Y | -17.3% | +53.4% | -70.8% | -31.5% |
| 3Y | +63.3% | +78.0% | -14.7% | +23.2% |
| All | +23.9% | +71.5% | -47.6% | -7.2% |
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 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