+23,005.1%
ISRG vs HST
+535.4%
+22,469.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.7% | +2.9% | -0.9% |
| 7D | +4.4% | -4.2% | +8.6% | +5.9% |
| 30D | +15.8% | +9.6% | +6.2% | +12.2% |
| 3M | +24.9% | -1.1% | +26.0% | +25.0% |
| 6M | +3.8% | +21.1% | -17.3% | -3.1% |
| YTD | -17.3% | +47.1% | -64.4% | -27.9% |
| 1Y | -14.6% | +64.0% | -78.6% | -28.4% |
| 3Y | +68.2% | +77.1% | -8.9% | +35.7% |
| 5Y | +28.4% | +71.8% | -43.4% | +2.6% |
| 10Y | +528.0% | +146.3% | +381.7% | +310.4% |
| All | +23,005.1% | +535.4% | +22,469.7% | +7,877.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling