+23.9%
ISRG vs HST
+83.0%
-59.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.7% |
| 7D | -6.1% | +3.6% | -9.7% | -7.5% |
| 30D | +4.2% | +9.9% | -5.7% | +0.3% |
| 3M | +9.6% | +12.9% | -3.3% | +4.3% |
| 6M | +1.9% | +22.9% | -21.0% | -6.9% |
| YTD | -22.3% | +52.4% | -74.7% | -35.3% |
| 1Y | -23.2% | +52.5% | -75.7% | -36.1% |
| 3Y | +58.5% | +87.4% | -28.9% | +17.2% |
| 5Y | +23.9% | +82.9% | -59.0% | -9.6% |
| All | +23.9% | +83.0% | -59.1% | -9.6% |
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